+68.2%
MMM vs DT
+70.5%
-2.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +7.0% | -7.5% | +14.5% | +7.9% |
| 30D | +18.4% | -31.5% | +49.9% | +23.4% |
| 3M | +4.5% | -14.0% | +18.5% | +5.9% |
| 6M | +33.4% | +6.9% | +26.6% | +31.1% |
| YTD | +20.0% | +0.3% | +19.6% | +18.3% |
| 1Y | +15.0% | -6.9% | +21.9% | +14.6% |
| 3Y | +165.0% | -13.9% | +178.9% | +164.3% |
| 5Y | +47.9% | -39.9% | +87.8% | +49.7% |
| All | +68.2% | +70.5% | -2.4% | +38.6% |
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