+3,118.4%
MMM vs ROK
+14,758.7%
-11,640.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | +6.1% | -6.9% | -2.9% |
| 30D | +14.4% | -6.5% | +20.9% | +16.6% |
| 3M | +1.8% | -10.2% | +12.0% | +5.1% |
| 6M | +31.3% | -10.6% | +41.9% | +35.0% |
| YTD | +18.0% | +4.9% | +13.1% | +13.9% |
| 1Y | +10.9% | +3.8% | +7.1% | +7.4% |
| 3Y | +160.6% | +63.5% | +97.1% | +109.9% |
| 5Y | +44.5% | +30.9% | +13.6% | +23.2% |
| 10Y | +75.9% | +266.4% | -190.5% | +2.5% |
| All | +3,118.4% | +14,758.7% | -11,640.3% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling