+104.9%
MMM vs ROL
-4.8%
+109.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | -7.0% | -4.1% | -2.9% | -6.4% |
| 3M | +10.8% | -22.5% | +33.3% | +15.5% |
| 6M | +5.8% | -37.7% | +43.4% | +14.8% |
| YTD | +6.8% | -39.6% | +46.3% | +16.1% |
| 1Y | +10.4% | -36.0% | +46.4% | +18.2% |
| All | +104.9% | -4.8% | +109.7% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling