+157.1%
MMM vs ROST
+95.7%
+61.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +6.2% | +1.2% | +5.0% | +6.0% |
| 30D | +14.2% | +2.5% | +11.7% | +13.5% |
| 3M | +2.9% | -9.0% | +11.9% | +5.7% |
| 6M | +27.6% | +1.3% | +26.2% | +26.7% |
| YTD | +17.3% | +29.1% | -11.8% | +7.8% |
| 1Y | +15.1% | +45.4% | -30.3% | +1.7% |
| 3Y | +157.1% | +94.9% | +62.3% | +114.9% |
| All | +157.1% | +95.7% | +61.4% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling