+157.1%
MMM vs RVTY
+78.0%
+79.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | +6.2% | -1.2% | +7.4% | +6.3% |
| 30D | +14.2% | +1.0% | +13.2% | +13.5% |
| 3M | +2.9% | +35.8% | -32.9% | -7.0% |
| 6M | +27.6% | +56.7% | -29.1% | +9.5% |
| YTD | +17.3% | +60.7% | -43.4% | -1.2% |
| 1Y | +15.1% | +73.7% | -58.6% | -5.8% |
| 3Y | +157.1% | +82.8% | +74.4% | +105.1% |
| All | +157.1% | +78.0% | +79.2% | +105.1% |
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 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