+53.8%
MMM vs DD
+69.4%
-15.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -8.0% | -7.4% | -0.6% | -4.9% |
| 3M | +9.4% | -6.4% | +15.8% | +12.3% |
| 6M | +10.2% | -2.5% | +12.7% | +10.6% |
| YTD | +6.1% | +10.2% | -4.1% | +0.4% |
| 1Y | +10.8% | +36.9% | -26.2% | -5.5% |
| 3Y | +104.8% | +47.0% | +57.8% | +65.6% |
| 5Y | +27.0% | +63.1% | -36.1% | -3.4% |
| 10Y | +53.8% | +68.2% | -14.4% | +11.8% |
| All | +53.8% | +69.4% | -15.6% | +11.8% |
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