+76.3%
MMM vs DAR
+311.7%
-235.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -0.4% | +11.6% | -11.9% | -2.6% |
| 30D | +12.1% | -10.2% | +22.4% | +14.4% |
| 3M | +1.4% | -14.8% | +16.2% | +4.2% |
| 6M | +26.6% | -10.1% | +36.6% | +28.1% |
| YTD | +16.8% | +55.5% | -38.7% | +4.5% |
| 1Y | +10.1% | +61.7% | -51.6% | -2.5% |
| 3Y | +158.4% | +37.2% | +121.3% | +128.4% |
| 5Y | +43.1% | -26.9% | +70.0% | +43.3% |
| All | +76.3% | +311.7% | -235.4% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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