+10.9%
MMM vs DG
+31.9%
-21.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -0.8% | -2.5% | +1.6% | -0.3% |
| 30D | +14.4% | +7.7% | +6.7% | +13.2% |
| 3M | +1.8% | +13.1% | -11.3% | -0.1% |
| 6M | +31.3% | +32.0% | -0.7% | +26.0% |
| YTD | +18.0% | +3.3% | +14.6% | +18.5% |
| 1Y | +10.9% | +31.7% | -20.8% | +12.2% |
| All | +10.9% | +31.9% | -21.0% | +12.2% |
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