+22.6%
MMM vs DOW
-15.9%
+38.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -2.6% | -6.0% | +3.4% | -0.6% |
| 30D | -9.3% | -2.7% | -6.6% | -8.7% |
| 3M | +5.6% | -10.5% | +16.1% | +8.6% |
| 6M | +9.5% | -12.4% | +21.9% | +11.0% |
| YTD | +4.1% | +30.0% | -25.9% | -10.1% |
| 1Y | +9.4% | +27.8% | -18.4% | -5.9% |
| 3Y | +101.0% | -34.9% | +135.9% | +120.1% |
| 5Y | +26.1% | -35.9% | +62.0% | +37.4% |
| All | +22.6% | -15.9% | +38.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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