+83.0%
MMM vs D
+42.1%
+40.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.8% | +0.8% | +5.0% | +5.5% |
| 30D | +17.9% | +10.7% | +7.2% | +13.6% |
| 3M | +3.6% | +2.3% | +1.3% | +2.7% |
| 6M | +32.9% | +12.5% | +20.4% | +26.8% |
| YTD | +19.5% | +20.1% | -0.6% | +11.0% |
| 1Y | +16.5% | +15.6% | +1.0% | +9.8% |
| 3Y | +167.2% | +75.2% | +92.0% | +111.5% |
| 5Y | +48.2% | +14.6% | +33.6% | +36.8% |
| 10Y | +83.0% | +43.8% | +39.3% | +59.7% |
| All | +83.0% | +42.1% | +40.9% | +59.7% |
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