+43.4%
MMM vs D
+13.1%
+30.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +12.1% | +7.7% | +4.4% | +9.1% |
| 3M | +1.4% | -0.3% | +1.7% | +1.5% |
| 6M | +26.6% | +10.1% | +16.5% | +21.7% |
| YTD | +16.8% | +19.1% | -2.2% | +8.7% |
| 1Y | +10.1% | +15.9% | -5.8% | +3.4% |
| 3Y | +158.4% | +75.0% | +83.4% | +101.1% |
| All | +43.4% | +13.1% | +30.3% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling