+26.1%
MMM vs DTE
+31.9%
-5.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -9.3% | -0.5% | -8.8% | -9.1% |
| 3M | +5.6% | -6.0% | +11.6% | +8.2% |
| 6M | +9.5% | -7.2% | +16.7% | +12.6% |
| YTD | +4.1% | +7.2% | -3.0% | +0.3% |
| 1Y | +9.4% | +4.1% | +5.3% | +6.5% |
| 3Y | +101.0% | +46.9% | +54.1% | +64.9% |
| 5Y | +26.1% | +32.9% | -6.8% | +6.8% |
| All | +26.1% | +31.9% | -5.8% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling