+42.5%
MMM vs ROIV
+232.7%
-190.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 1Y | +10.4% | +177.9% | -167.5% | +2.0% |
| 3Y | +104.7% | +199.1% | -94.4% | +86.6% |
| 5Y | +23.6% | +250.7% | -227.1% | +5.6% |
| All | +42.5% | +232.7% | -190.1% | +19.7% |
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