+27.0%
MMM vs DOW
-37.1%
+64.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | -8.0% | +2.0% | -10.0% | -8.8% |
| 3M | +9.4% | -12.5% | +21.9% | +13.1% |
| 6M | +10.2% | -9.2% | +19.4% | +9.7% |
| YTD | +6.1% | +30.8% | -24.7% | -9.4% |
| 1Y | +10.8% | +29.4% | -18.6% | -6.0% |
| 3Y | +104.8% | -34.6% | +139.3% | +130.6% |
| 5Y | +27.0% | -35.9% | +63.0% | +41.5% |
| All | +27.0% | -37.1% | +64.2% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling