+104.8%
MMM vs DLR
+57.6%
+47.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.6% | +3.4% | -5.0% | -2.5% |
| 30D | -8.0% | -2.2% | -5.8% | -7.5% |
| 3M | +9.4% | +4.7% | +4.6% | +7.6% |
| 6M | +10.2% | +9.0% | +1.2% | +7.4% |
| YTD | +6.1% | +24.1% | -18.0% | +0.2% |
| 1Y | +10.8% | +20.9% | -10.2% | +5.0% |
| 3Y | +104.8% | +60.0% | +44.8% | +74.1% |
| All | +104.8% | +57.6% | +47.2% | +74.1% |
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