+29.4%
MMM vs DD
+61.3%
-31.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -3.3% | -3.5% | +0.2% | -1.7% |
| 30D | -7.0% | -10.3% | +3.3% | -2.2% |
| 3M | +10.8% | -7.5% | +18.4% | +14.6% |
| 6M | +5.8% | -8.0% | +13.8% | +9.0% |
| YTD | +6.8% | +10.5% | -3.7% | +0.2% |
| 1Y | +10.4% | +38.3% | -27.9% | -7.9% |
| 3Y | +104.7% | +42.5% | +62.2% | +63.7% |
| All | +29.4% | +61.3% | -31.9% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling