+14.3%
MMM vs RVTY
+71.7%
-57.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +7.0% | -2.7% | +9.6% | +7.4% |
| 30D | +18.4% | +3.2% | +15.1% | +17.5% |
| 3M | +4.5% | +37.2% | -32.7% | -2.6% |
| 6M | +33.4% | +57.7% | -24.3% | +19.9% |
| YTD | +20.0% | +64.8% | -44.9% | +4.8% |
| All | +14.3% | +71.7% | -57.3% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling