+1,635.0%
DIS vs MMM
+3,190.8%
-1,555.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | +0.1% |
| 7D | +5.7% | +5.9% | -0.2% | +2.6% |
| 30D | +12.7% | +14.7% | -2.1% | +5.1% |
| 3M | +15.2% | +3.6% | +11.6% | +12.7% |
| 6M | +17.6% | +32.7% | -15.2% | +1.4% |
| YTD | +3.8% | +18.9% | -15.1% | -6.2% |
| 1Y | +6.8% | +16.4% | -9.6% | -2.6% |
| 3Y | +42.1% | +159.8% | -117.7% | -16.8% |
| 5Y | -31.2% | +47.2% | -78.3% | -47.0% |
| 10Y | +37.6% | +86.5% | -48.9% | -10.2% |
| All | +1,635.0% | +3,190.8% | -1,555.8% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling