+29.4%
MMM vs RCL
+249.6%
-220.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -3.3% | -5.1% | +1.8% | -2.3% |
| 30D | -7.0% | -19.0% | +12.0% | -2.8% |
| 3M | +10.8% | -9.6% | +20.4% | +12.9% |
| 6M | +5.8% | -6.7% | +12.5% | +6.6% |
| YTD | +6.8% | -3.9% | +10.7% | +6.2% |
| 1Y | +10.4% | -25.1% | +35.5% | +15.3% |
| 3Y | +104.7% | +179.1% | -74.4% | +65.8% |
| All | +29.4% | +249.6% | -220.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling