+3,251.6%
MMM vs DOC
+2,934.4%
+317.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.1% | +6.4% | +8.7% |
| 7D | +12.2% | +8.7% | +3.5% | +9.8% |
| 30D | +18.8% | +7.6% | +11.2% | +16.5% |
| 3M | +7.4% | -5.3% | +12.6% | +8.8% |
| 6M | +38.3% | +27.6% | +10.7% | +28.7% |
| YTD | +22.9% | +32.4% | -9.6% | +12.8% |
| 1Y | +23.0% | +22.9% | +0.1% | +15.2% |
| 3Y | +168.4% | +43.1% | +125.3% | +140.2% |
| 5Y | +53.0% | -21.4% | +74.4% | +59.3% |
| 10Y | +92.6% | +16.8% | +75.8% | +72.5% |
| All | +3,251.6% | +2,934.4% | +317.3% | +1,328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling