+80.3%
MMM vs ROL
+216.1%
-135.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +6.2% | +9.5% | -3.3% | +3.4% |
| 30D | +14.2% | +22.9% | -8.7% | +7.4% |
| 3M | +2.9% | +3.5% | -0.6% | +1.6% |
| 6M | +27.6% | -29.4% | +56.9% | +40.7% |
| YTD | +17.3% | -36.1% | +53.3% | +32.7% |
| 1Y | +15.1% | -34.4% | +49.4% | +29.0% |
| 3Y | +157.1% | +4.0% | +153.1% | +144.5% |
| 5Y | +45.1% | +13.2% | +31.9% | +31.2% |
| All | +80.3% | +216.1% | -135.8% | +12.5% |
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