+67.5%
MMM vs DT
+72.4%
-4.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +5.8% | -20.2% | +26.0% | +8.4% |
| 30D | +17.9% | -30.8% | +48.7% | +22.7% |
| 3M | +3.6% | -10.2% | +13.8% | +4.5% |
| 6M | +32.9% | +8.0% | +24.9% | +30.5% |
| YTD | +19.5% | +1.5% | +18.0% | +17.7% |
| 1Y | +16.5% | -6.9% | +23.4% | +16.1% |
| 3Y | +167.2% | -10.9% | +178.1% | +165.4% |
| 5Y | +48.2% | -42.2% | +90.4% | +50.6% |
| All | +67.5% | +72.4% | -4.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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