+969.2%
MMM vs RBA
+4,035.9%
-3,066.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +14.4% | +6.8% | +7.6% | +12.8% |
| 3M | +1.8% | +9.5% | -7.7% | -0.3% |
| 6M | +31.3% | -8.2% | +39.5% | +33.0% |
| YTD | +18.0% | -7.7% | +25.7% | +18.8% |
| 1Y | +10.9% | -6.9% | +17.8% | +11.4% |
| 3Y | +160.6% | +61.6% | +99.0% | +131.7% |
| 5Y | +44.5% | +44.7% | -0.2% | +29.3% |
| 10Y | +75.9% | +205.3% | -129.5% | +30.4% |
| All | +969.2% | +4,035.9% | -3,066.7% | +427.9% |
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