+157.1%
MMM vs DLR
+44.1%
+113.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +6.2% | -3.6% | +9.8% | +7.2% |
| 30D | +14.2% | -3.5% | +17.7% | +15.2% |
| 3M | +2.9% | -8.9% | +11.8% | +5.2% |
| 6M | +27.6% | -11.6% | +39.1% | +30.9% |
| YTD | +17.3% | +14.9% | +2.4% | +13.3% |
| 1Y | +15.1% | +6.4% | +8.6% | +12.9% |
| 3Y | +157.1% | +47.3% | +109.9% | +132.5% |
| All | +157.1% | +44.1% | +113.0% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling