+104.9%
MMM vs RBA
+36.9%
+67.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.3% | -2.9% | -0.4% | -2.5% |
| 30D | -7.0% | -12.3% | +5.3% | -3.7% |
| 3M | +10.8% | -20.5% | +31.3% | +17.2% |
| 6M | +5.8% | -18.5% | +24.3% | +10.7% |
| YTD | +6.8% | -18.2% | +25.0% | +10.7% |
| 1Y | +10.4% | -27.5% | +37.9% | +19.3% |
| All | +104.9% | +36.9% | +67.9% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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