+104.9%
MMM vs ROP
-16.7%
+121.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.3% |
| 7D | -3.3% | -4.4% | +1.1% | -2.0% |
| 30D | -7.0% | +3.2% | -10.3% | -8.1% |
| 3M | +10.8% | +23.1% | -12.2% | +2.6% |
| 6M | +5.8% | +13.3% | -7.5% | +0.8% |
| YTD | +6.8% | -7.9% | +14.6% | +12.8% |
| 1Y | +10.4% | -22.1% | +32.4% | +28.0% |
| All | +104.9% | -16.7% | +121.6% | +117.9% |
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