-100.0%
DFNS vs MMM
+77.8%
-177.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.0% |
| 7D | -42.8% | +5.8% | -48.6% | -42.7% |
| 30D | -67.6% | +17.9% | -85.5% | -67.5% |
| 3M | -94.9% | +3.6% | -98.4% | -94.9% |
| 6M | -96.7% | +32.9% | -129.6% | -96.6% |
| YTD | -99.6% | +19.5% | -119.1% | -99.6% |
| 1Y | -99.7% | +16.5% | -116.3% | -99.7% |
| 3Y | -100.0% | +167.2% | -267.1% | -100.0% |
| 5Y | -100.0% | +48.2% | -148.2% | -100.0% |
| All | -100.0% | +77.8% | -177.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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