+444.8%
MMM vs DLR
+3,457.3%
-3,012.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.9% |
| 7D | +5.8% | +2.4% | +3.4% | +5.1% |
| 30D | +17.9% | +0.7% | +17.2% | +17.6% |
| 3M | +3.6% | -6.4% | +10.0% | +5.3% |
| 6M | +32.9% | -6.5% | +39.4% | +34.7% |
| YTD | +19.5% | +18.8% | +0.7% | +13.1% |
| 1Y | +16.5% | +9.0% | +7.5% | +12.9% |
| 3Y | +167.2% | +54.5% | +112.7% | +130.1% |
| 5Y | +48.2% | +35.8% | +12.4% | +29.7% |
| 10Y | +83.0% | +177.5% | -94.4% | +26.3% |
| All | +444.8% | +3,457.3% | -3,012.4% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling