+104.8%
MMM vs GTLB
-8.4%
+113.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.3% |
| 7D | -1.6% | +4.6% | -6.2% | -1.9% |
| 30D | -8.0% | +21.0% | -29.0% | -9.1% |
| 3M | +9.4% | +51.7% | -42.3% | +6.4% |
| 6M | +10.2% | +89.3% | -79.0% | +5.2% |
| YTD | +6.1% | +25.6% | -19.5% | +4.7% |
| 1Y | +10.8% | -1.5% | +12.3% | +11.4% |
| 3Y | +104.8% | -9.9% | +114.7% | +94.2% |
| All | +104.8% | -8.4% | +113.2% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling