+29.4%
MMM vs DLR
+33.9%
-4.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.3% | +1.6% | -4.9% | -3.7% |
| 30D | -7.0% | -3.4% | -3.7% | -6.2% |
| 3M | +10.8% | +0.5% | +10.3% | +10.2% |
| 6M | +5.8% | +4.6% | +1.2% | +4.0% |
| YTD | +6.8% | +23.4% | -16.6% | +0.3% |
| 1Y | +10.4% | +19.0% | -8.6% | +4.4% |
| 3Y | +104.7% | +56.5% | +48.2% | +75.3% |
| All | +29.4% | +33.9% | -4.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling