+1,458.7%
DIS vs MMM
+2,854.2%
-1,395.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | -3.3% | +0.7% | -1.0% |
| 30D | +3.5% | -7.0% | +10.5% | +7.2% |
| 3M | +6.8% | +10.8% | -4.0% | +1.2% |
| 6M | +3.0% | +5.8% | -2.8% | -0.6% |
| YTD | -6.7% | +6.8% | -13.5% | -10.8% |
| 1Y | -10.1% | +10.4% | -20.5% | -15.7% |
| 3Y | +33.0% | +104.7% | -71.6% | -12.1% |
| 5Y | -40.0% | +23.6% | -63.5% | -49.5% |
| 10Y | +21.1% | +54.1% | -33.1% | -12.9% |
| All | +1,458.7% | +2,854.2% | -1,395.5% | +178.6% |
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 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