+29.4%
MMM vs DAR
-11.0%
+40.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -7.0% | +12.8% | -19.8% | -9.0% |
| 3M | +10.8% | +7.4% | +3.5% | +9.1% |
| 6M | +5.8% | +22.3% | -16.5% | +1.4% |
| YTD | +6.8% | +81.1% | -74.3% | -4.8% |
| 1Y | +10.4% | +106.5% | -96.1% | -4.3% |
| 3Y | +104.7% | +5.3% | +99.4% | +97.7% |
| All | +29.4% | -11.0% | +40.4% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling