+3,172.5%
MMM vs ROK
+14,499.9%
-11,327.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | +7.0% | -11.0% | +18.0% | +11.0% |
| 30D | +18.4% | -8.2% | +26.6% | +21.4% |
| 3M | +4.5% | -8.5% | +12.9% | +7.1% |
| 6M | +33.4% | -12.0% | +45.4% | +37.9% |
| YTD | +20.0% | +3.1% | +16.9% | +16.6% |
| 1Y | +15.0% | +2.9% | +12.2% | +11.8% |
| 3Y | +165.0% | +60.7% | +104.3% | +114.8% |
| 5Y | +47.9% | +29.5% | +18.4% | +26.6% |
| 10Y | +79.6% | +262.6% | -183.0% | +5.1% |
| All | +3,172.5% | +14,499.9% | -11,327.4% | +484.8% |
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