+2,130.3%
MMM vs DHI
+12,556.3%
-10,426.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | -8.0% | -8.3% | +0.3% | -6.7% |
| 3M | +9.4% | -3.7% | +13.1% | +9.9% |
| 6M | +10.2% | -5.4% | +15.6% | +10.9% |
| YTD | +6.1% | -3.0% | +9.1% | +6.2% |
| 1Y | +10.8% | -23.8% | +34.6% | +15.2% |
| 3Y | +104.8% | +21.8% | +83.0% | +95.0% |
| 5Y | +27.0% | +59.6% | -32.6% | +14.4% |
| 10Y | +53.8% | +391.2% | -337.4% | +13.4% |
| All | +2,130.3% | +12,556.3% | -10,426.0% | +1,010.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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