+53.8%
MMM vs RVTY
+140.1%
-86.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -8.0% | +10.8% | -18.8% | -11.3% |
| 3M | +9.4% | +26.8% | -17.4% | +0.4% |
| 6M | +10.2% | +39.3% | -29.1% | -2.8% |
| YTD | +6.1% | +31.6% | -25.5% | -5.1% |
| 1Y | +10.8% | +47.7% | -36.9% | -5.2% |
| 3Y | +104.8% | +19.9% | +84.9% | +82.5% |
| 5Y | +27.0% | -32.3% | +59.4% | +36.1% |
| 10Y | +53.8% | +138.4% | -84.7% | -8.1% |
| All | +53.8% | +140.1% | -86.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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