+157.1%
MMM vs DAR
+11.9%
+145.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +6.2% | -9.9% | +16.1% | +7.2% |
| 30D | +14.2% | -16.4% | +30.6% | +16.0% |
| 3M | +2.9% | -17.1% | +20.0% | +4.4% |
| 6M | +27.6% | -20.5% | +48.0% | +29.9% |
| YTD | +17.3% | +39.4% | -22.1% | +10.2% |
| 1Y | +15.1% | +57.2% | -42.2% | +6.2% |
| 3Y | +157.1% | +13.9% | +143.3% | +143.0% |
| All | +157.1% | +11.9% | +145.3% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling