+45.3%
MMM vs DT
-43.6%
+88.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +6.2% | -24.7% | +30.9% | +9.6% |
| 30D | +14.2% | -27.4% | +41.6% | +18.2% |
| 3M | +2.9% | -11.1% | +14.0% | +3.9% |
| 6M | +27.6% | +13.7% | +13.9% | +24.1% |
| YTD | +17.3% | +0.2% | +17.0% | +15.8% |
| 1Y | +15.1% | -5.7% | +20.8% | +14.7% |
| 3Y | +157.1% | -8.1% | +165.2% | +154.7% |
| All | +45.3% | -43.6% | +88.9% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling