+79.6%
MMM vs D
+44.7%
+34.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +7.0% | +2.4% | +4.6% | +6.1% |
| 30D | +18.4% | +10.9% | +7.5% | +13.9% |
| 3M | +4.5% | +2.8% | +1.6% | +3.4% |
| 6M | +33.4% | +12.7% | +20.7% | +27.2% |
| YTD | +20.0% | +20.3% | -0.4% | +11.4% |
| 1Y | +15.0% | +17.1% | -2.1% | +7.8% |
| 3Y | +165.0% | +75.1% | +89.8% | +109.6% |
| 5Y | +47.9% | +13.1% | +34.8% | +37.1% |
| 10Y | +79.6% | +48.3% | +31.4% | +52.9% |
| All | +79.6% | +44.7% | +34.9% | +52.9% |
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