+49.7%
MMM vs DT
+103.5%
-53.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +5.8% | +39.3% | -33.5% | +0.7% |
| YTD | +6.8% | +19.8% | -13.0% | +3.5% |
| 1Y | +10.4% | +4.3% | +6.1% | +8.9% |
| 3Y | +104.7% | +7.7% | +97.0% | +99.4% |
| 5Y | +23.6% | -26.8% | +50.4% | +22.4% |
| All | +49.7% | +103.5% | -53.8% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling