+2,812.9%
MMM vs D
+2,347.4%
+465.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -3.3% | +1.5% | -4.8% | -3.8% |
| 30D | -7.0% | -2.6% | -4.4% | -6.1% |
| 3M | +10.8% | 0.0% | +10.8% | +10.7% |
| 6M | +5.8% | +7.4% | -1.6% | +2.6% |
| YTD | +6.8% | +15.9% | -9.1% | +0.6% |
| 1Y | +10.4% | +18.1% | -7.7% | +3.0% |
| 3Y | +104.7% | +58.4% | +46.3% | +68.5% |
| 5Y | +23.6% | +5.2% | +18.4% | +17.6% |
| 10Y | +54.1% | +35.9% | +18.3% | +28.7% |
| All | +2,812.9% | +2,347.4% | +465.5% | +669.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling