+162.2%
MMM vs DD
+80.1%
+82.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +6.2% | +4.6% | +1.6% | +3.8% |
| 30D | +14.2% | +11.8% | +2.4% | +8.4% |
| 3M | +2.9% | +2.2% | +0.7% | +1.5% |
| 6M | +27.6% | -1.6% | +29.2% | +27.4% |
| YTD | +17.3% | +23.0% | -5.7% | +4.9% |
| 1Y | +15.1% | +26.9% | -11.9% | +1.4% |
| All | +162.2% | +80.1% | +82.2% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling