+10.8%
MMM vs ROP
-23.1%
+33.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | -1.4% |
| 30D | -8.0% | -1.6% | -6.4% | -8.0% |
| 3M | +9.4% | +18.8% | -9.5% | +8.3% |
| 6M | +10.2% | +8.2% | +2.0% | +10.0% |
| YTD | +6.1% | -10.5% | +16.6% | +9.0% |
| 1Y | +10.8% | -23.7% | +34.5% | +15.2% |
| All | +10.8% | -23.1% | +33.9% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling