+98.6%
MMM vs RDW
+241.5%
-142.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | -2.1% | +0.9% | -3.0% | -2.2% |
| 30D | -9.8% | -21.3% | +11.4% | -8.5% |
| 3M | +4.9% | -37.9% | +42.8% | +7.5% |
| 6M | +7.3% | +12.3% | -4.9% | +3.5% |
| YTD | +4.5% | +39.7% | -35.2% | -2.4% |
| 1Y | +5.4% | +25.7% | -20.3% | -1.8% |
| 3Y | +98.6% | +230.8% | -132.3% | +56.8% |
| All | +98.6% | +241.5% | -142.9% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling