+1,012.6%
MMM vs DGX
+8,796.3%
-7,783.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -8.0% | -1.2% | -6.8% | -7.8% |
| 3M | +9.4% | +19.9% | -10.5% | +4.7% |
| 6M | +10.2% | +19.2% | -9.0% | +5.5% |
| YTD | +6.1% | +37.5% | -31.4% | -1.8% |
| 1Y | +10.8% | +31.3% | -20.5% | +3.4% |
| 3Y | +104.8% | +96.6% | +8.2% | +73.1% |
| 5Y | +27.0% | +64.3% | -37.2% | +11.2% |
| 10Y | +53.8% | +241.1% | -187.4% | +12.8% |
| All | +1,012.6% | +8,796.3% | -7,783.7% | +431.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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