+2,018.7%
MMM vs RCL
+5,893.7%
-3,875.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +7.0% | +8.5% | -1.6% | +5.4% |
| 30D | +18.4% | +20.4% | -2.0% | +14.3% |
| 3M | +4.5% | +11.0% | -6.5% | +2.2% |
| 6M | +33.4% | +24.9% | +8.6% | +27.1% |
| YTD | +20.0% | +23.9% | -3.9% | +13.5% |
| 1Y | +15.0% | +30.8% | -15.8% | +7.6% |
| 3Y | +165.0% | +270.4% | -105.4% | +101.2% |
| 5Y | +47.9% | +296.1% | -248.2% | +5.6% |
| 10Y | +79.6% | +375.0% | -295.4% | +8.5% |
| All | +2,018.7% | +5,893.7% | -3,875.1% | +645.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling