+9.4%
MMM vs ROST
+51.1%
-41.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.5% |
| 7D | -2.6% | -2.2% | -0.3% | -2.1% |
| 30D | -9.3% | -11.4% | +2.1% | -6.8% |
| 3M | +5.6% | -1.6% | +7.2% | +5.8% |
| 6M | +9.5% | +6.8% | +2.6% | +7.1% |
| YTD | +4.1% | +25.8% | -21.7% | -2.7% |
| 1Y | +9.4% | +52.4% | -43.0% | -4.7% |
| All | +9.4% | +51.1% | -41.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling