+2,812.9%
MMM vs DE
+14,847.5%
-12,034.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | +10.0% | -13.3% | -6.3% |
| 30D | -7.0% | +13.3% | -20.3% | -10.9% |
| 3M | +10.8% | +17.5% | -6.7% | +4.8% |
| 6M | +5.8% | +13.6% | -7.8% | +0.8% |
| YTD | +6.8% | +49.8% | -43.0% | -7.1% |
| 1Y | +10.4% | +47.9% | -37.5% | -3.7% |
| 3Y | +104.7% | +72.5% | +32.2% | +68.3% |
| 5Y | +23.6% | +90.2% | -66.7% | -3.6% |
| 10Y | +54.1% | +865.4% | -811.2% | -28.4% |
| All | +2,812.9% | +14,847.5% | -12,034.6% | +507.8% |
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 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