-28.2%
DHR vs MMM
+28.6%
-56.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | +0.2% | -8.0% | +8.2% | +3.0% |
| 3M | +12.1% | +9.4% | +2.7% | +8.0% |
| 6M | +5.4% | +10.2% | -4.8% | +1.1% |
| YTD | -10.0% | +6.1% | -16.1% | -12.7% |
| 1Y | +4.1% | +10.8% | -6.7% | -0.8% |
| 3Y | -5.2% | +104.8% | -110.0% | -28.1% |
| 5Y | -28.2% | +27.0% | -55.3% | -40.5% |
| All | -28.2% | +28.6% | -56.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling