+55.0%
MMM vs DAR
+355.9%
-300.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | -7.0% | +12.8% | -19.8% | -9.5% |
| 3M | +10.8% | +7.4% | +3.5% | +8.6% |
| 6M | +5.8% | +22.3% | -16.5% | +0.4% |
| YTD | +6.8% | +81.1% | -74.3% | -7.1% |
| 1Y | +10.4% | +106.5% | -96.1% | -7.2% |
| 3Y | +104.7% | +5.3% | +99.4% | +94.6% |
| 5Y | +23.6% | -11.5% | +35.1% | +18.7% |
| All | +55.0% | +355.9% | -300.8% | -8.0% |
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