-6.0%
DHR vs MMM
+99.5%
-105.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | -2.4% | -2.6% | +0.2% | -1.7% |
| 30D | -2.2% | -9.3% | +7.1% | +0.5% |
| 3M | +9.0% | +5.6% | +3.4% | +6.8% |
| 6M | +3.5% | +9.5% | -6.0% | +0.1% |
| YTD | -10.1% | +4.1% | -14.3% | -12.0% |
| 1Y | +6.2% | +9.4% | -3.2% | +2.4% |
| All | -6.0% | +99.5% | -105.6% | -19.3% |
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