+2,812.9%
MMM vs D
+2,347.4%
+465.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.7% |
| 7D | -3.3% | +0.4% | -3.8% | -3.5% |
| 30D | -7.0% | -3.6% | -3.5% | -5.8% |
| 3M | +10.8% | -1.0% | +11.8% | +11.1% |
| 6M | +5.8% | +6.3% | -0.5% | +3.0% |
| YTD | +6.8% | +14.7% | -7.9% | +1.0% |
| 1Y | +10.4% | +16.9% | -6.6% | +3.4% |
| 3Y | +104.7% | +56.8% | +47.9% | +69.1% |
| 5Y | +23.6% | +5.2% | +18.4% | +17.6% |
| 10Y | +54.1% | +35.9% | +18.3% | +28.7% |
| All | +2,812.9% | +2,347.4% | +465.5% | +669.2% |
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 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