+2,812.9%
MMM vs DTE
+3,490.8%
-677.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -7.0% | -2.6% | -4.5% | -6.1% |
| 3M | +10.8% | -3.9% | +14.7% | +12.4% |
| 6M | +5.8% | -7.9% | +13.7% | +8.9% |
| YTD | +6.8% | +7.2% | -0.4% | +3.4% |
| 1Y | +10.4% | +3.1% | +7.3% | +8.5% |
| 3Y | +104.7% | +47.6% | +57.1% | +73.5% |
| 5Y | +23.6% | +32.7% | -9.2% | +8.6% |
| 10Y | +54.1% | +138.8% | -84.6% | +4.7% |
| All | +2,812.9% | +3,490.8% | -677.9% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling