+83.0%
MMM vs RCL
+396.5%
-313.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.3% |
| 7D | +5.8% | +5.0% | +0.8% | +4.9% |
| 30D | +17.9% | +19.4% | -1.5% | +14.2% |
| 3M | +3.6% | +5.9% | -2.3% | +2.3% |
| 6M | +32.9% | +23.8% | +9.1% | +27.1% |
| YTD | +19.5% | +22.8% | -3.3% | +13.5% |
| 1Y | +16.5% | +34.3% | -17.7% | +8.8% |
| 3Y | +167.2% | +276.4% | -109.3% | +106.8% |
| 5Y | +48.2% | +281.6% | -233.4% | +10.0% |
| 10Y | +83.0% | +379.0% | -296.0% | +35.3% |
| All | +83.0% | +396.5% | -313.5% | +35.3% |
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