+3,164.0%
MMM vs DE
+14,844.7%
-11,680.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.6% | +2.3% | -4.9% | -3.3% |
| 30D | +17.4% | +9.3% | +8.0% | +14.2% |
| 3M | +3.6% | +12.2% | -8.6% | -0.4% |
| 6M | +33.0% | +18.1% | +14.9% | +25.4% |
| YTD | +19.6% | +49.8% | -30.1% | +4.0% |
| 1Y | +14.0% | +46.4% | -32.3% | -0.2% |
| 3Y | +164.3% | +92.5% | +71.8% | +110.1% |
| 5Y | +49.3% | +107.4% | -58.0% | +13.6% |
| 10Y | +78.4% | +784.1% | -705.7% | -15.1% |
| All | +3,164.0% | +14,844.7% | -11,680.7% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling