+43.4%
MMM vs DE
+98.5%
-55.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +12.1% | +3.6% | +8.6% | +10.9% |
| 3M | +1.4% | +10.2% | -8.8% | -2.1% |
| 6M | +26.6% | +16.6% | +10.0% | +19.5% |
| YTD | +16.8% | +45.8% | -29.0% | +1.2% |
| 1Y | +10.1% | +43.9% | -33.8% | -4.3% |
| 3Y | +158.4% | +89.6% | +68.8% | +103.5% |
| All | +43.4% | +98.5% | -55.2% | +9.7% |
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