+25.1%
MMM vs GLXY
-35.4%
+60.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.3% |
| 7D | -0.8% | +16.9% | -17.8% | -1.3% |
| 30D | +14.4% | -23.0% | +37.4% | +15.2% |
| 3M | +1.8% | -28.0% | +29.8% | +2.6% |
| 6M | +31.3% | -51.6% | +82.9% | +34.4% |
| YTD | +18.0% | -32.1% | +50.1% | +16.7% |
| 1Y | +10.9% | -51.5% | +62.3% | +11.6% |
| All | +25.1% | -35.4% | +60.5% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling