+53.8%
MMM vs DRI
+350.3%
-296.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -8.0% | -0.4% | -7.6% | -8.0% |
| 3M | +9.4% | +9.5% | -0.1% | +6.6% |
| 6M | +10.2% | +6.5% | +3.8% | +8.0% |
| YTD | +6.1% | +18.4% | -12.3% | +1.1% |
| 1Y | +10.8% | +4.2% | +6.6% | +8.7% |
| 3Y | +104.8% | +57.1% | +47.7% | +80.5% |
| 5Y | +27.0% | +70.4% | -43.4% | +8.6% |
| 10Y | +53.8% | +354.0% | -300.3% | +2.3% |
| All | +53.8% | +350.3% | -296.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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