+78.1%
MMM vs DG
+105.9%
-27.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -0.8% | -2.5% | +1.6% | -0.4% |
| 30D | +14.4% | +7.7% | +6.7% | +13.1% |
| 3M | +1.8% | +13.1% | -11.3% | -0.3% |
| 6M | +31.3% | +32.0% | -0.7% | +25.3% |
| YTD | +18.0% | +3.3% | +14.6% | +16.7% |
| 1Y | +10.9% | +31.7% | -20.8% | +5.4% |
| 3Y | +160.6% | +21.7% | +138.9% | +143.4% |
| 5Y | +44.5% | -34.7% | +79.2% | +54.1% |
| All | +78.1% | +105.9% | -27.9% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling