+3,099.6%
MMM vs D
+2,450.0%
+649.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +6.2% | +3.0% | +3.2% | +5.2% |
| 30D | +14.2% | +11.5% | +2.7% | +9.7% |
| 3M | +2.9% | +3.7% | -0.8% | +1.5% |
| 6M | +27.6% | +13.5% | +14.0% | +21.3% |
| YTD | +17.3% | +20.7% | -3.4% | +8.8% |
| 1Y | +15.1% | +18.2% | -3.1% | +7.5% |
| 3Y | +157.1% | +73.3% | +83.8% | +105.0% |
| 5Y | +45.1% | +12.3% | +32.9% | +34.9% |
| 10Y | +83.9% | +43.4% | +40.5% | +50.5% |
| All | +3,099.6% | +2,450.0% | +649.6% | +732.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling