+53.8%
MMM vs ROP
+134.1%
-80.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.9% |
| 7D | -1.6% | -5.4% | +3.8% | +1.2% |
| 30D | -8.0% | -1.6% | -6.4% | -7.4% |
| 3M | +9.4% | +18.8% | -9.5% | -1.3% |
| 6M | +10.2% | +8.2% | +2.0% | +4.0% |
| YTD | +6.1% | -10.5% | +16.6% | +10.6% |
| 1Y | +10.8% | -23.7% | +34.5% | +26.4% |
| 3Y | +104.8% | -17.9% | +122.6% | +121.9% |
| 5Y | +27.0% | -15.3% | +42.4% | +33.2% |
| 10Y | +53.8% | +133.4% | -79.6% | -6.7% |
| All | +53.8% | +134.1% | -80.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling