+3,118.4%
MMM vs DE
+14,564.7%
-11,446.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -0.8% | +2.3% | -3.1% | -1.5% |
| 30D | +14.4% | +4.4% | +10.0% | +12.9% |
| 3M | +1.8% | +9.8% | -8.0% | -1.5% |
| 6M | +31.3% | +15.8% | +15.5% | +24.5% |
| YTD | +18.0% | +47.0% | -29.0% | +3.2% |
| 1Y | +10.9% | +42.8% | -31.9% | -2.2% |
| 3Y | +160.6% | +88.9% | +71.7% | +108.4% |
| 5Y | +44.5% | +101.9% | -57.4% | +10.8% |
| 10Y | +75.9% | +767.5% | -691.6% | -15.8% |
| All | +3,118.4% | +14,564.7% | -11,446.3% | +575.2% |
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