+3,118.4%
MMM vs ROL
+9,602.3%
-6,483.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | +14.4% | +18.5% | -4.1% | +9.3% |
| 3M | +1.8% | +4.3% | -2.6% | +0.4% |
| 6M | +31.3% | -27.7% | +59.0% | +42.2% |
| YTD | +18.0% | -35.8% | +53.8% | +31.3% |
| 1Y | +10.9% | -34.1% | +45.0% | +22.5% |
| 3Y | +160.6% | +2.9% | +157.7% | +152.8% |
| 5Y | +44.5% | +12.7% | +31.8% | +34.8% |
| 10Y | +75.9% | +212.6% | -136.8% | +22.1% |
| All | +3,118.4% | +9,602.3% | -6,483.9% | +948.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling