+963.0%
MMM vs RBA
+4,003.4%
-3,040.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +6.2% | +4.3% | +1.9% | +5.3% |
| 30D | +14.2% | +16.3% | -2.1% | +10.5% |
| 3M | +2.9% | +1.3% | +1.6% | +2.4% |
| 6M | +27.6% | -11.1% | +38.6% | +30.1% |
| YTD | +17.3% | -8.5% | +25.7% | +18.3% |
| 1Y | +15.1% | -2.1% | +17.2% | +14.3% |
| 3Y | +157.1% | +44.6% | +112.6% | +133.6% |
| 5Y | +45.1% | +36.8% | +8.3% | +31.3% |
| 10Y | +83.9% | +227.3% | -143.4% | +34.6% |
| All | +963.0% | +4,003.4% | -3,040.5% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling