+27.0%
MMM vs RGEN
-42.7%
+69.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 3M | +9.4% | +34.5% | -25.1% | +3.9% |
| 6M | +10.2% | +40.5% | -30.2% | +3.5% |
| YTD | +6.1% | +2.8% | +3.3% | +4.5% |
| 1Y | +10.8% | +39.6% | -28.8% | +3.4% |
| 3Y | +104.8% | +4.4% | +100.4% | +93.5% |
| 5Y | +27.0% | -42.8% | +69.8% | +16.6% |
| All | +27.0% | -42.7% | +69.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling