+49.3%
MMM vs GTLB
-49.8%
+99.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -2.6% | -9.6% | +7.0% | -2.0% |
| 30D | +17.4% | -15.5% | +32.9% | +18.5% |
| 3M | +3.6% | +12.4% | -8.8% | +2.6% |
| 6M | +33.0% | +84.6% | -51.5% | +27.3% |
| YTD | +19.6% | +26.1% | -6.4% | +17.0% |
| 1Y | +14.0% | +1.7% | +12.4% | +13.1% |
| 3Y | +164.3% | +6.1% | +158.2% | +155.9% |
| 5Y | +49.3% | -61.1% | +110.5% | +44.3% |
| All | +49.3% | -49.8% | +99.0% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling