+14.9%
DIA vs MMM
+22.1%
-7.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.5% | -6.4% | +0.6% |
| 7D | +1.6% | +12.2% | -10.6% | -1.5% |
| 30D | +4.1% | +18.8% | -14.7% | -0.5% |
| 3M | -1.0% | +7.4% | -8.4% | -2.9% |
| 6M | +9.7% | +38.3% | -28.7% | +0.1% |
| YTD | +12.2% | +22.9% | -10.7% | +5.0% |
| 1Y | +14.9% | +23.0% | -8.1% | +5.9% |
| All | +14.9% | +22.1% | -7.2% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling