+329.9%
MMM vs DG
+606.1%
-276.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | -3.3% | +8.4% | -11.7% | -4.6% |
| 30D | -7.0% | +4.9% | -12.0% | -7.8% |
| 3M | +10.8% | +29.3% | -18.5% | +6.0% |
| 6M | +5.8% | -11.3% | +17.0% | +7.4% |
| YTD | +6.8% | +1.8% | +5.0% | +5.9% |
| 1Y | +10.4% | +25.3% | -15.0% | +5.4% |
| 3Y | +104.7% | +9.1% | +95.6% | +94.6% |
| 5Y | +23.6% | -34.9% | +58.4% | +29.1% |
| 10Y | +54.1% | +108.2% | -54.0% | +26.7% |
| All | +329.9% | +606.1% | -276.2% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling