+167.2%
MMM vs ROP
-5.7%
+172.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +5.8% | -1.6% | +7.4% | +6.3% |
| 30D | +17.9% | +29.5% | -11.6% | +9.4% |
| 3M | +3.6% | +17.5% | -14.0% | -1.3% |
| 6M | +32.9% | +38.1% | -5.2% | +19.5% |
| YTD | +19.5% | +7.0% | +12.5% | +20.9% |
| 1Y | +16.5% | +6.5% | +10.0% | +18.1% |
| 3Y | +167.2% | -5.5% | +172.6% | +199.6% |
| All | +167.2% | -5.7% | +172.9% | +199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling