+54.7%
MMM vs DOV
+286.8%
-232.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.9% |
| 7D | -2.6% | +1.3% | -3.9% | -3.3% |
| 30D | -9.3% | -8.6% | -0.6% | -4.6% |
| 3M | +5.6% | -13.1% | +18.7% | +13.8% |
| 6M | +9.5% | -8.8% | +18.3% | +14.4% |
| YTD | +4.1% | -1.2% | +5.4% | +3.9% |
| 1Y | +9.4% | +10.7% | -1.3% | +1.9% |
| 3Y | +101.0% | +39.3% | +61.7% | +63.0% |
| 5Y | +26.1% | +16.4% | +9.7% | +11.1% |
| 10Y | +54.7% | +302.5% | -247.7% | -20.6% |
| All | +54.7% | +286.8% | -232.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 10y: compounded portfolio wealth divided by compounded DOV 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…
10y analysis · Full analysis span regression · 6 months rolling