+23.0%
MMM vs ROK
+25.3%
-2.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.7% |
| 7D | +12.2% | 0.0% | +12.2% | +12.2% |
| 30D | +18.8% | -2.5% | +21.3% | +19.5% |
| 3M | +7.4% | 0.0% | +7.4% | +7.2% |
| 6M | +38.3% | +11.6% | +26.8% | +32.3% |
| YTD | +22.9% | +15.2% | +7.7% | +14.9% |
| 1Y | +23.0% | +25.0% | -2.0% | +11.6% |
| All | +23.0% | +25.3% | -2.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling