+79.6%
MMM vs ROST
+317.2%
-237.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +7.0% | +3.2% | +3.8% | +6.1% |
| 30D | +18.4% | +7.4% | +10.9% | +16.0% |
| 3M | +4.5% | -6.1% | +10.5% | +6.3% |
| 6M | +33.4% | +6.2% | +27.2% | +30.5% |
| YTD | +20.0% | +33.4% | -13.5% | +9.7% |
| 1Y | +15.0% | +48.8% | -33.8% | +1.8% |
| 3Y | +165.0% | +99.5% | +65.5% | +113.3% |
| 5Y | +47.9% | +112.7% | -64.8% | +14.2% |
| 10Y | +79.6% | +316.4% | -236.8% | +19.0% |
| All | +79.6% | +317.2% | -237.5% | +19.0% |
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