+23.0%
MMM vs ROL
-34.1%
+57.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.8% | +9.2% |
| 7D | +12.2% | +14.6% | -2.3% | +10.7% |
| 30D | +18.8% | +29.3% | -10.4% | +16.5% |
| 3M | +7.4% | +2.0% | +5.4% | +6.2% |
| 6M | +38.3% | -28.5% | +66.9% | +39.9% |
| YTD | +22.9% | -35.3% | +58.2% | +22.6% |
| 1Y | +23.0% | -34.7% | +57.7% | +22.6% |
| All | +23.0% | -34.1% | +57.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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