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  • MMM vs DG✓SelectedUSD · DGMMM vs DG performance historyLatest closeAs of+0.15%09/04
Stock and ETF performance explorer

MMM vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10.4%
DG return
+23.4%
Excess return
-13.1%
Maximum drawdown
-18.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D+0.1%+1.5%-1.3%0.0%
7D-3.3%+8.4%-11.7%-4.4%
30D-7.0%+4.9%-12.0%-7.6%
3M+10.8%+29.3%-18.5%+7.0%
6M+5.8%-11.3%+17.0%+6.8%
YTD+6.8%+1.8%+5.0%+7.2%
1Y+10.4%+25.3%-15.0%+10.2%
All+10.4%+23.4%-13.1%+10.2%

Cumulative growth

Daily Returns

Daily percentage return beside DG.

Daily Out/Under-Performance

Portfolio return minus DG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…

1y analysis · Full analysis span regression · 6 months rolling