+2,812.9%
MMM vs ROST
+70,186.3%
-67,373.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -3.3% | +0.9% | -4.3% | -3.5% |
| 30D | -7.0% | -8.9% | +1.9% | -5.6% |
| 3M | +10.8% | -0.8% | +11.6% | +10.8% |
| 6M | +5.8% | +8.5% | -2.7% | +4.1% |
| YTD | +6.8% | +28.6% | -21.8% | +2.2% |
| 1Y | +10.4% | +52.3% | -41.9% | +2.8% |
| 3Y | +104.7% | +94.8% | +9.8% | +82.5% |
| 5Y | +23.6% | +110.8% | -87.2% | +7.4% |
| 10Y | +54.1% | +304.5% | -250.4% | +19.4% |
| All | +2,812.9% | +70,186.3% | -67,373.4% | +1,218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling