+75.6%
MMM vs ROST
+300.7%
-225.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.7% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +11.7% | +0.5% | +11.2% | +11.6% |
| 3M | +1.0% | -5.2% | +6.2% | +2.5% |
| 6M | +26.0% | +9.8% | +16.2% | +22.2% |
| YTD | +16.3% | +29.4% | -13.1% | +7.3% |
| 1Y | +9.6% | +44.4% | -34.7% | -2.1% |
| 3Y | +157.3% | +95.0% | +62.3% | +108.6% |
| 5Y | +42.5% | +111.9% | -69.4% | +10.1% |
| All | +75.6% | +300.7% | -225.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling