+23.0%
MMM vs DLR
+11.0%
+12.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.6% | +7.0% | +8.8% |
| 7D | +12.2% | +2.8% | +9.4% | +11.4% |
| 30D | +18.8% | +2.8% | +16.1% | +17.9% |
| 3M | +7.4% | -4.0% | +11.3% | +8.5% |
| 6M | +38.3% | -5.6% | +43.9% | +40.4% |
| YTD | +22.9% | +21.9% | +0.9% | +17.8% |
| 1Y | +23.0% | +13.0% | +10.0% | +18.0% |
| All | +23.0% | +11.0% | +12.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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