+96.0%
MMM vs DTE
+45.3%
+50.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | -10.7% | -2.4% | -8.3% | -9.9% |
| 3M | +4.3% | -7.3% | +11.6% | +6.9% |
| 6M | +5.9% | -7.6% | +13.5% | +8.6% |
| YTD | +3.2% | +5.8% | -2.7% | +0.3% |
| 1Y | +8.0% | +2.3% | +5.7% | +6.2% |
| All | +96.0% | +45.3% | +50.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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