+78.8%
MMM vs RVTY
+221.3%
-142.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +7.0% | -2.7% | +9.6% | +7.8% |
| 30D | +18.4% | +3.2% | +15.1% | +16.7% |
| 3M | +4.5% | +37.2% | -32.7% | -6.8% |
| 6M | +33.4% | +57.7% | -24.3% | +12.8% |
| YTD | +20.0% | +64.8% | -44.9% | -1.1% |
| 1Y | +15.0% | +72.8% | -57.8% | -6.9% |
| 3Y | +165.0% | +89.8% | +75.2% | +102.0% |
| 5Y | +47.9% | -8.4% | +56.4% | +41.8% |
| All | +78.8% | +221.3% | -142.5% | -0.4% |
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