-31.9%
DIS vs MMM
+44.4%
-76.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +5.2% | +6.2% | -1.0% | +2.9% |
| 30D | +11.5% | +14.2% | -2.7% | +6.0% |
| 3M | +11.5% | +2.9% | +8.6% | +10.1% |
| 6M | +8.9% | +27.6% | -18.7% | -1.2% |
| YTD | +3.4% | +17.3% | -13.9% | -3.6% |
| 1Y | +7.2% | +15.1% | -7.9% | +0.6% |
| 3Y | +43.3% | +157.1% | -113.8% | -4.4% |
| All | -31.9% | +44.4% | -76.4% | -41.6% |
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