+56.6%
MMM vs ROIV
+270.3%
-213.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.9% |
| 7D | +6.2% | +5.3% | +0.9% | +5.8% |
| 30D | +14.2% | +11.9% | +2.3% | +13.2% |
| 3M | +2.9% | +10.7% | -7.8% | +1.9% |
| 6M | +27.6% | +34.9% | -7.3% | +24.2% |
| YTD | +17.3% | +79.2% | -61.9% | +11.6% |
| 1Y | +15.1% | +89.0% | -73.9% | +9.0% |
| 3Y | +157.1% | +337.3% | -180.2% | +129.8% |
| 5Y | +45.1% | +402.3% | -357.2% | +23.5% |
| All | +56.6% | +270.3% | -213.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling