+29.4%
MMM vs DRI
+72.9%
-43.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | -7.0% | +3.8% | -10.9% | -8.4% |
| 3M | +10.8% | +13.0% | -2.2% | +5.9% |
| 6M | +5.8% | +8.3% | -2.5% | +2.3% |
| YTD | +6.8% | +20.6% | -13.8% | -0.7% |
| 1Y | +10.4% | +6.5% | +3.9% | +6.9% |
| 3Y | +104.7% | +53.7% | +51.0% | +73.5% |
| All | +29.4% | +72.9% | -43.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling