+43.9%
DIS vs MMM
+159.9%
-116.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.5% |
| 7D | +5.7% | +5.9% | -0.2% | +3.9% |
| 30D | +12.7% | +14.7% | -2.1% | +8.2% |
| 3M | +15.2% | +3.6% | +11.6% | +13.8% |
| 6M | +17.6% | +32.7% | -15.2% | +7.7% |
| YTD | +3.8% | +18.9% | -15.1% | -2.1% |
| 1Y | +6.8% | +16.4% | -9.6% | +1.3% |
| All | +43.9% | +159.9% | -116.0% | +25.0% |
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