+83.0%
MMM vs DG
+128.5%
-45.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.5% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | +17.9% | +7.4% | +10.5% | +16.6% |
| 3M | +3.6% | +8.5% | -4.9% | +2.1% |
| 6M | +32.9% | +21.9% | +11.0% | +28.3% |
| YTD | +19.5% | +4.9% | +14.6% | +18.0% |
| 1Y | +16.5% | +40.4% | -23.9% | +9.7% |
| 3Y | +167.2% | +23.5% | +143.7% | +148.9% |
| 5Y | +48.2% | -32.3% | +80.5% | +56.8% |
| 10Y | +83.0% | +119.3% | -36.3% | +56.1% |
| All | +83.0% | +128.5% | -45.4% | +56.1% |
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