+10.1%
MMM vs DLR
+13.8%
-3.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -0.4% | +3.3% | -3.7% | -1.4% |
| 30D | +12.1% | +4.6% | +7.6% | +10.7% |
| 3M | +1.4% | -8.3% | +9.7% | +4.0% |
| 6M | +26.6% | -5.6% | +32.2% | +28.3% |
| YTD | +16.8% | +18.7% | -1.9% | +10.8% |
| 1Y | +10.1% | +17.1% | -7.0% | +4.5% |
| All | +10.1% | +13.8% | -3.7% | +4.5% |
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