+62.5%
DRAM vs MMM
+37.6%
+24.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.5% | -14.9% | -6.2% |
| 7D | -16.6% | +12.2% | -28.9% | -18.0% |
| 30D | -26.9% | +18.8% | -45.7% | -29.4% |
| 3M | -17.8% | +7.4% | -25.2% | -17.5% |
| 6M | +6.2% | +38.3% | -32.1% | -5.4% |
| All | +62.5% | +37.6% | +24.9% | +46.7% |
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