+78.4%
MMM vs ROK
+273.4%
-195.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -1.2% |
| 7D | -2.6% | -8.5% | +5.9% | +0.6% |
| 30D | +17.4% | -6.4% | +23.8% | +20.0% |
| 3M | +3.6% | -8.8% | +12.4% | +6.9% |
| 6M | +33.0% | -10.5% | +43.5% | +37.3% |
| YTD | +19.6% | +5.4% | +14.2% | +13.9% |
| 1Y | +14.0% | +5.0% | +9.1% | +8.7% |
| 3Y | +164.3% | +64.3% | +100.0% | +98.7% |
| 5Y | +49.3% | +34.0% | +15.4% | +20.3% |
| 10Y | +78.4% | +268.2% | -189.8% | -9.9% |
| All | +78.4% | +273.4% | -195.1% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling