+164.6%
MMM vs RBA
+64.0%
+100.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | +17.4% | +9.0% | +8.4% | +14.6% |
| 3M | +3.6% | +7.2% | -3.6% | +1.4% |
| 6M | +33.0% | -7.8% | +40.8% | +34.8% |
| YTD | +19.6% | -6.4% | +26.0% | +19.3% |
| 1Y | +14.0% | -4.2% | +18.2% | +12.6% |
| All | +164.6% | +64.0% | +100.6% | +136.6% |
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