+54.7%
MMM vs DLR
+168.0%
-113.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | -2.6% | +2.9% | -5.5% | -3.4% |
| 30D | -9.3% | -1.2% | -8.1% | -9.0% |
| 3M | +5.6% | +2.9% | +2.7% | +4.3% |
| 6M | +9.5% | +6.7% | +2.8% | +6.9% |
| YTD | +4.1% | +23.9% | -19.7% | -2.6% |
| 1Y | +9.4% | +18.6% | -9.3% | +3.3% |
| 3Y | +101.0% | +59.7% | +41.3% | +70.5% |
| 5Y | +26.1% | +42.1% | -15.9% | +8.1% |
| 10Y | +54.7% | +176.7% | -122.0% | +11.6% |
| All | +54.7% | +168.0% | -113.3% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling