+29.4%
MMM vs DOC
-24.5%
+54.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.9% |
| 7D | -3.3% | -1.5% | -1.8% | -2.7% |
| 30D | -7.0% | -4.8% | -2.3% | -5.2% |
| 3M | +10.8% | +6.9% | +3.9% | +7.5% |
| 6M | +5.8% | +20.7% | -15.0% | -3.3% |
| YTD | +6.8% | +34.1% | -27.4% | -7.4% |
| 1Y | +10.4% | +22.6% | -12.3% | -0.5% |
| 3Y | +104.7% | +20.8% | +83.9% | +84.8% |
| All | +29.4% | -24.5% | +54.0% | +40.8% |
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