+78.8%
MMM vs ROL
+214.1%
-135.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +7.0% | +3.4% | +3.6% | +5.9% |
| 30D | +18.4% | +20.8% | -2.4% | +11.9% |
| 3M | +4.5% | +3.7% | +0.8% | +3.1% |
| 6M | +33.4% | -27.7% | +61.1% | +46.1% |
| YTD | +20.0% | -34.9% | +54.9% | +35.0% |
| 1Y | +15.0% | -33.3% | +48.3% | +28.4% |
| 3Y | +165.0% | +4.3% | +160.7% | +151.9% |
| 5Y | +47.9% | +15.0% | +32.9% | +33.1% |
| All | +78.8% | +214.1% | -135.3% | +9.7% |
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