+75.6%
MMM vs D
+48.0%
+27.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | +11.7% | +7.7% | +3.9% | +8.6% |
| 3M | +1.0% | -0.3% | +1.3% | +1.1% |
| 6M | +26.0% | +10.1% | +16.0% | +21.3% |
| YTD | +16.3% | +19.1% | -2.7% | +8.4% |
| 1Y | +9.6% | +15.9% | -6.3% | +3.1% |
| 3Y | +157.3% | +75.0% | +82.3% | +103.6% |
| 5Y | +42.5% | +13.4% | +29.1% | +32.0% |
| All | +75.6% | +48.0% | +27.6% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling