+10.8%
MMM vs RGEN
+37.7%
-26.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | -8.0% | +2.8% | -10.8% | -8.3% |
| 3M | +9.4% | +34.5% | -25.1% | +6.0% |
| 6M | +10.2% | +40.5% | -30.2% | +5.9% |
| YTD | +6.1% | +2.8% | +3.3% | +5.0% |
| 1Y | +10.8% | +39.6% | -28.8% | +8.5% |
| All | +10.8% | +37.7% | -26.9% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling