+47.2%
MMM vs DOC
-22.1%
+69.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.1% |
| 7D | +5.9% | +6.2% | -0.4% | +3.3% |
| 30D | +14.7% | +6.5% | +8.3% | +11.8% |
| 3M | +3.6% | -6.2% | +9.8% | +6.2% |
| 6M | +32.7% | +25.6% | +7.1% | +19.2% |
| YTD | +18.9% | +32.1% | -13.1% | +3.6% |
| 1Y | +16.4% | +20.3% | -3.9% | +5.9% |
| 3Y | +159.8% | +42.7% | +117.1% | +115.7% |
| 5Y | +47.2% | -22.2% | +69.3% | +59.4% |
| All | +47.2% | -22.1% | +69.2% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling