+54.7%
MMM vs RGEN
+402.3%
-347.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -2.6% | -4.6% | +2.0% | -1.9% |
| 30D | -9.3% | +1.2% | -10.4% | -9.5% |
| 3M | +5.6% | +26.8% | -21.3% | +1.5% |
| 6M | +9.5% | +29.1% | -19.6% | +4.5% |
| YTD | +4.1% | +0.7% | +3.4% | +2.9% |
| 1Y | +9.4% | +39.1% | -29.7% | +2.7% |
| 3Y | +101.0% | +2.2% | +98.7% | +91.5% |
| 5Y | +26.1% | -44.0% | +70.1% | +25.6% |
| 10Y | +54.7% | +412.7% | -358.0% | +3.6% |
| All | +54.7% | +402.3% | -347.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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