+58.8%
MMM vs ROIV
+248.8%
-190.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.9% |
| 7D | +5.9% | -2.4% | +8.3% | +6.1% |
| 30D | +14.7% | +3.1% | +11.7% | +14.5% |
| 3M | +3.6% | +5.8% | -2.3% | +2.9% |
| 6M | +32.7% | +29.3% | +3.4% | +29.7% |
| YTD | +18.9% | +68.8% | -49.8% | +13.7% |
| 1Y | +16.4% | +81.0% | -64.6% | +10.6% |
| 3Y | +159.8% | +294.6% | -134.8% | +133.8% |
| 5Y | +47.2% | +373.1% | -326.0% | +25.8% |
| All | +58.8% | +248.8% | -190.0% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling