+45.5%
MMM vs DD
+62.2%
-16.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +6.2% | +4.6% | +1.6% | +3.6% |
| 30D | +14.2% | +11.8% | +2.4% | +7.9% |
| 3M | +2.9% | +2.2% | +0.7% | +1.4% |
| 6M | +27.6% | -1.6% | +29.2% | +27.4% |
| YTD | +17.3% | +23.0% | -5.7% | +4.0% |
| 1Y | +15.1% | +26.9% | -11.9% | +0.3% |
| 3Y | +157.1% | +77.9% | +79.2% | +82.3% |
| All | +45.5% | +62.2% | -16.7% | +5.7% |
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