+29.9%
MMM vs GTLB
-50.8%
+80.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.8% |
| 7D | -2.6% | -6.6% | +4.0% | -2.2% |
| 30D | -9.3% | +13.7% | -23.0% | -10.1% |
| 3M | +5.6% | +52.9% | -47.3% | +2.6% |
| 6M | +9.5% | +88.5% | -79.0% | +4.5% |
| YTD | +4.1% | +23.4% | -19.3% | +2.1% |
| 1Y | +9.4% | -3.8% | +13.2% | +8.9% |
| 3Y | +101.0% | -11.5% | +112.5% | +96.9% |
| All | +29.9% | -50.8% | +80.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling