+27.0%
MMM vs DOV
+19.9%
+7.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -1.6% | +2.5% | -4.1% | -3.1% |
| 30D | -8.0% | -7.5% | -0.5% | -3.7% |
| 3M | +9.4% | -9.7% | +19.0% | +15.5% |
| 6M | +10.2% | -6.1% | +16.3% | +13.3% |
| YTD | +6.1% | +0.5% | +5.6% | +4.5% |
| 1Y | +10.8% | +10.5% | +0.3% | +2.6% |
| 3Y | +104.8% | +41.7% | +63.1% | +60.9% |
| 5Y | +27.0% | +18.4% | +8.6% | +7.5% |
| All | +27.0% | +19.9% | +7.1% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling