+169.3%
MMM vs DOC
+43.5%
+125.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.1% | +6.4% | +8.4% |
| 7D | +12.2% | +8.7% | +3.5% | +8.9% |
| 30D | +18.8% | +7.6% | +11.2% | +15.6% |
| 3M | +7.4% | -5.3% | +12.6% | +9.4% |
| 6M | +38.3% | +27.6% | +10.7% | +25.0% |
| YTD | +22.9% | +32.4% | -9.6% | +8.4% |
| 1Y | +23.0% | +22.9% | +0.1% | +12.3% |
| All | +169.3% | +43.5% | +125.8% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling