+106.6%
MMM vs DT
+8.9%
+97.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | -3.3% | -3.3% | 0.0% | -3.0% |
| 30D | -7.0% | +2.0% | -9.1% | -7.3% |
| 3M | +10.8% | +20.0% | -9.2% | +8.2% |
| 6M | +5.8% | +39.3% | -33.5% | +0.4% |
| YTD | +6.8% | +19.8% | -13.0% | +4.6% |
| 1Y | +10.4% | +4.3% | +6.1% | +11.6% |
| All | +106.6% | +8.9% | +97.7% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling