+80.3%
MMM vs DOC
+15.7%
+64.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +6.2% | +6.5% | -0.3% | +4.1% |
| 30D | +14.2% | +9.2% | +5.0% | +11.0% |
| 3M | +2.9% | -2.5% | +5.4% | +3.6% |
| 6M | +27.6% | +7.1% | +20.5% | +24.5% |
| YTD | +17.3% | +33.0% | -15.7% | +5.8% |
| 1Y | +15.1% | +23.3% | -8.2% | +6.4% |
| 3Y | +157.1% | +44.9% | +112.2% | +124.8% |
| 5Y | +45.1% | -21.6% | +66.7% | +50.2% |
| All | +80.3% | +15.7% | +64.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling