+37.5%
MMM vs DOW
-5.5%
+43.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -0.4% | +5.2% | -5.6% | -2.1% |
| 30D | +12.1% | +13.2% | -1.0% | +7.3% |
| 3M | +1.4% | +10.1% | -8.7% | -2.4% |
| 6M | +26.6% | -13.1% | +39.6% | +31.0% |
| YTD | +16.8% | +46.1% | -29.3% | -3.4% |
| 1Y | +10.1% | +50.0% | -39.9% | -10.2% |
| 3Y | +158.4% | -20.2% | +178.7% | +161.5% |
| 5Y | +43.1% | -27.7% | +70.8% | +49.4% |
| All | +37.5% | -5.5% | +43.0% | +16.1% |
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