+78.4%
MMM vs RCL
+368.0%
-289.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +17.4% | +19.4% | -2.0% | +13.7% |
| 3M | +3.6% | +9.8% | -6.2% | +1.6% |
| 6M | +33.0% | +28.6% | +4.4% | +26.3% |
| YTD | +19.6% | +22.2% | -2.5% | +13.8% |
| 1Y | +14.0% | +29.7% | -15.7% | +7.1% |
| 3Y | +164.3% | +265.3% | -101.0% | +105.6% |
| 5Y | +49.3% | +301.8% | -252.4% | +9.9% |
| 10Y | +78.4% | +360.5% | -282.1% | +33.8% |
| All | +78.4% | +368.0% | -289.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling