+158.4%
MMM vs RVTY
+85.4%
+73.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +12.1% | +1.5% | +10.6% | +11.3% |
| 3M | +1.4% | +31.5% | -30.0% | -7.4% |
| 6M | +26.6% | +62.7% | -36.1% | +7.4% |
| YTD | +16.8% | +60.0% | -43.1% | -1.4% |
| 1Y | +10.1% | +65.7% | -55.6% | -8.4% |
| 3Y | +158.4% | +85.2% | +73.2% | +106.5% |
| All | +158.4% | +85.4% | +73.0% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling