+22.0%
DHR vs MMM
+167.3%
-145.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.6% | +7.0% | -4.4% | +0.6% |
| 30D | +7.4% | +18.4% | -11.0% | +2.2% |
| 3M | +13.0% | +4.5% | +8.5% | +11.3% |
| 6M | +38.5% | +33.4% | +5.1% | +26.0% |
| YTD | +3.8% | +20.0% | -16.2% | -2.6% |
| 1Y | +12.6% | +15.0% | -2.4% | +7.1% |
| 3Y | +22.0% | +165.0% | -143.0% | -0.7% |
| All | +22.0% | +167.3% | -145.3% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling