+3,144.9%
MMM vs D
+2,488.7%
+656.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +5.9% | +6.9% | -1.1% | +3.3% |
| 30D | +14.7% | +12.3% | +2.4% | +9.9% |
| 3M | +3.6% | +3.0% | +0.5% | +2.4% |
| 6M | +32.7% | +12.8% | +19.9% | +26.5% |
| YTD | +18.9% | +22.6% | -3.6% | +9.7% |
| 1Y | +16.4% | +21.7% | -5.3% | +7.5% |
| 3Y | +159.8% | +83.9% | +75.9% | +102.5% |
| 5Y | +47.2% | +14.0% | +33.2% | +36.0% |
| 10Y | +86.5% | +45.6% | +40.9% | +51.8% |
| All | +3,144.9% | +2,488.7% | +656.2% | +739.0% |
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