+27.0%
MMM vs ROST
+110.7%
-83.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -8.0% | -10.2% | +2.1% | -5.3% |
| 3M | +9.4% | +1.0% | +8.3% | +8.8% |
| 6M | +10.2% | +8.7% | +1.5% | +7.1% |
| YTD | +6.1% | +27.8% | -21.7% | -1.7% |
| 1Y | +10.8% | +52.7% | -41.9% | -2.7% |
| 3Y | +104.8% | +97.5% | +7.3% | +65.7% |
| 5Y | +27.0% | +111.6% | -84.5% | -1.7% |
| All | +27.0% | +110.7% | -83.6% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling