+26.1%
MMM vs DE
+96.1%
-70.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | -3.0% | +0.5% | -1.6% |
| 30D | -9.3% | +11.1% | -20.4% | -12.6% |
| 3M | +5.6% | +17.6% | -12.0% | -0.3% |
| 6M | +9.5% | +13.6% | -4.1% | +4.2% |
| YTD | +4.1% | +46.3% | -42.1% | -9.6% |
| 1Y | +9.4% | +44.2% | -34.8% | -4.7% |
| 3Y | +101.0% | +76.6% | +24.4% | +62.4% |
| 5Y | +26.1% | +98.2% | -72.1% | -1.8% |
| All | +26.1% | +96.1% | -70.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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