+157.1%
MMM vs DT
-9.2%
+166.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +6.2% | -24.7% | +30.9% | +8.9% |
| 30D | +14.2% | -27.4% | +41.6% | +17.4% |
| 3M | +2.9% | -11.1% | +14.0% | +3.7% |
| 6M | +27.6% | +13.7% | +13.9% | +24.3% |
| YTD | +17.3% | +0.2% | +17.0% | +17.0% |
| 1Y | +15.1% | -5.7% | +20.8% | +16.4% |
| 3Y | +157.1% | -8.1% | +165.2% | +171.3% |
| All | +157.1% | -9.2% | +166.3% | +171.3% |
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