+1,712.2%
MMM vs DRI
+7,978.2%
-6,265.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +6.2% | +2.8% | +3.4% | +5.6% |
| 30D | +14.2% | +13.3% | +1.0% | +11.1% |
| 3M | +2.9% | +8.2% | -5.3% | +0.9% |
| 6M | +27.6% | +17.5% | +10.0% | +22.5% |
| YTD | +17.3% | +26.9% | -9.6% | +10.4% |
| 1Y | +15.1% | +31.6% | -16.5% | +7.4% |
| 3Y | +157.1% | +67.0% | +90.2% | +125.9% |
| 5Y | +45.1% | +72.9% | -27.8% | +25.3% |
| 10Y | +83.9% | +371.3% | -287.5% | +17.8% |
| All | +1,712.2% | +7,978.2% | -6,265.9% | +529.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling