+203.8%
DHR vs MMM
+55.8%
+147.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -3.6% | -2.1% | -1.5% | -2.9% |
| 30D | -2.7% | -9.8% | +7.1% | +0.9% |
| 3M | +10.9% | +4.9% | +6.0% | +8.4% |
| 6M | +3.0% | +7.3% | -4.3% | -0.3% |
| YTD | -12.2% | +4.5% | -16.7% | -14.5% |
| 1Y | +3.3% | +5.4% | -2.1% | +0.1% |
| 3Y | -8.2% | +98.6% | -106.8% | -31.0% |
| 5Y | -29.9% | +27.4% | -57.3% | -38.4% |
| All | +203.8% | +55.8% | +147.9% | +139.8% |
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