+3,099.6%
MMM vs RVTY
+2,899.1%
+200.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.0% |
| 7D | +6.2% | -1.2% | +7.4% | +6.3% |
| 30D | +14.2% | +1.0% | +13.2% | +13.7% |
| 3M | +2.9% | +35.8% | -32.9% | -4.2% |
| 6M | +27.6% | +56.7% | -29.1% | +14.8% |
| YTD | +17.3% | +60.7% | -43.4% | +4.4% |
| 1Y | +15.1% | +73.7% | -58.6% | +0.7% |
| 3Y | +157.1% | +82.8% | +74.4% | +120.2% |
| 5Y | +45.1% | -7.0% | +52.1% | +40.6% |
| 10Y | +83.9% | +212.3% | -128.4% | +38.2% |
| All | +3,099.6% | +2,899.1% | +200.5% | +1,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling