+2,812.9%
MMM vs RVTY
+2,416.7%
+396.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | -7.0% | +13.2% | -20.2% | -9.6% |
| 3M | +10.8% | +27.2% | -16.4% | +4.9% |
| 6M | +5.8% | +32.4% | -26.6% | -1.1% |
| YTD | +6.8% | +34.9% | -28.1% | -0.8% |
| 1Y | +10.4% | +52.4% | -42.0% | -0.3% |
| 3Y | +104.7% | +12.3% | +92.4% | +94.0% |
| 5Y | +23.6% | -30.8% | +54.4% | +27.8% |
| 10Y | +54.1% | +150.7% | -96.6% | +21.8% |
| All | +2,812.9% | +2,416.7% | +396.2% | +1,219.5% |
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