+83.0%
MMM vs ROL
+222.1%
-139.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +5.8% | +7.5% | -1.8% | +3.5% |
| 30D | +17.9% | +21.1% | -3.2% | +11.4% |
| 3M | +3.6% | +3.1% | +0.4% | +2.4% |
| 6M | +32.9% | -27.4% | +60.3% | +45.4% |
| YTD | +19.5% | -34.7% | +54.2% | +34.4% |
| 1Y | +16.5% | -32.9% | +49.5% | +29.8% |
| 3Y | +167.2% | +6.1% | +161.0% | +152.5% |
| 5Y | +48.2% | +16.3% | +31.9% | +32.9% |
| 10Y | +83.0% | +214.9% | -131.8% | +12.7% |
| All | +83.0% | +222.1% | -139.1% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling