+43.4%
MMM vs ROL
+15.7%
+27.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.5% |
| 7D | -0.4% | +3.0% | -3.4% | -1.1% |
| 30D | +12.1% | +19.8% | -7.6% | +7.8% |
| 3M | +1.4% | +7.9% | -6.5% | -0.5% |
| 6M | +26.6% | -25.6% | +52.2% | +34.7% |
| YTD | +16.8% | -34.1% | +51.0% | +27.4% |
| 1Y | +10.1% | -31.4% | +41.5% | +18.7% |
| 3Y | +158.4% | +4.7% | +153.7% | +147.3% |
| All | +43.4% | +15.7% | +27.7% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling