+157.1%
MMM vs RBA
+42.3%
+114.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +6.2% | +4.3% | +1.9% | +5.1% |
| 30D | +14.2% | +16.3% | -2.1% | +9.7% |
| 3M | +2.9% | +1.3% | +1.6% | +2.3% |
| 6M | +27.6% | -11.1% | +38.6% | +30.5% |
| YTD | +17.3% | -8.5% | +25.7% | +17.8% |
| 1Y | +15.1% | -2.1% | +17.2% | +12.9% |
| 3Y | +157.1% | +44.6% | +112.6% | +139.3% |
| All | +157.1% | +42.3% | +114.8% | +139.3% |
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