+2,812.9%
MMM vs DOC
+2,974.4%
-161.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.6% |
| 7D | -3.3% | -1.5% | -1.8% | -2.9% |
| 30D | -7.0% | -4.8% | -2.3% | -5.8% |
| 3M | +10.8% | +6.9% | +3.9% | +8.7% |
| 6M | +5.8% | +20.7% | -15.0% | -0.1% |
| YTD | +6.8% | +34.1% | -27.4% | -2.2% |
| 1Y | +10.4% | +22.6% | -12.3% | +3.4% |
| 3Y | +104.7% | +20.8% | +83.9% | +91.4% |
| 5Y | +23.6% | -24.9% | +48.4% | +30.1% |
| 10Y | +54.1% | -1.8% | +55.9% | +44.2% |
| All | +2,812.9% | +2,974.4% | -161.5% | +1,138.2% |
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