+10.8%
MMM vs DG
+18.0%
-7.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.1% |
| 7D | -1.6% | -2.5% | +0.9% | -1.3% |
| 30D | -8.0% | +1.0% | -9.0% | -8.2% |
| 3M | +9.4% | +20.3% | -11.0% | +6.5% |
| 6M | +10.2% | -11.7% | +22.0% | +11.5% |
| YTD | +6.1% | -2.3% | +8.4% | +7.1% |
| 1Y | +10.8% | +20.0% | -9.2% | +11.7% |
| All | +10.8% | +18.0% | -7.2% | +11.7% |
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