+29.4%
MMM vs RBA
+45.3%
-15.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -3.3% | -2.9% | -0.4% | -2.6% |
| 30D | -7.0% | -12.3% | +5.3% | -3.9% |
| 3M | +10.8% | -20.5% | +31.3% | +16.9% |
| 6M | +5.8% | -18.5% | +24.3% | +10.6% |
| YTD | +6.8% | -18.2% | +25.0% | +10.9% |
| 1Y | +10.4% | -27.5% | +37.9% | +18.6% |
| 3Y | +104.7% | +38.1% | +66.6% | +85.7% |
| All | +29.4% | +45.3% | -15.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling