+29.4%
MMM vs ROIV
+250.7%
-221.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -7.0% | +1.0% | -8.0% | -7.1% |
| 3M | +10.8% | +18.3% | -7.5% | +9.3% |
| 6M | +5.8% | +18.3% | -12.6% | +4.2% |
| YTD | +6.8% | +61.0% | -54.2% | +2.5% |
| 1Y | +10.4% | +177.9% | -167.5% | +1.8% |
| 3Y | +104.7% | +199.1% | -94.4% | +86.2% |
| All | +29.4% | +250.7% | -221.3% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling