+26.9%
MMM vs RDW
-9.1%
+36.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| YTD | +4.5% | +39.7% | -35.2% | -2.1% |
| 1Y | +5.4% | +25.7% | -20.3% | -1.5% |
| 3Y | +98.6% | +230.8% | -132.3% | +62.4% |
| All | +26.9% | -9.1% | +36.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling