+3,099.6%
MMM vs DD
+1,082.4%
+2,017.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +6.2% | +4.6% | +1.6% | +4.1% |
| 30D | +14.2% | +11.8% | +2.4% | +9.3% |
| 3M | +2.9% | +2.2% | +0.7% | +1.8% |
| 6M | +27.6% | -1.6% | +29.2% | +27.5% |
| YTD | +17.3% | +23.0% | -5.7% | +7.4% |
| 1Y | +15.1% | +26.9% | -11.9% | +4.1% |
| 3Y | +157.1% | +77.9% | +79.2% | +101.9% |
| 5Y | +45.1% | +59.9% | -14.8% | +17.3% |
| 10Y | +83.9% | +90.1% | -6.2% | +31.8% |
| All | +3,099.6% | +1,082.4% | +2,017.2% | +959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling