+79.6%
MMM vs DD
+100.9%
-21.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +7.0% | +2.2% | +4.7% | +5.8% |
| 30D | +18.4% | +20.7% | -2.3% | +8.5% |
| 3M | +4.5% | +11.3% | -6.8% | -0.8% |
| 6M | +33.4% | +6.0% | +27.5% | +29.0% |
| YTD | +20.0% | +31.7% | -11.7% | +4.5% |
| 1Y | +15.0% | +32.2% | -17.2% | -0.1% |
| 3Y | +165.0% | +92.7% | +72.3% | +89.6% |
| 5Y | +47.9% | +72.1% | -24.2% | +9.4% |
| 10Y | +79.6% | +99.7% | -20.0% | +24.9% |
| All | +79.6% | +100.9% | -21.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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