+3,099.6%
MMM vs RGEN
+1,634.9%
+1,464.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.5% |
| 7D | +6.2% | -1.9% | +8.2% | +6.3% |
| 30D | +14.2% | +3.7% | +10.5% | +14.0% |
| 3M | +2.9% | +8.8% | -5.9% | +2.5% |
| 6M | +27.6% | +38.0% | -10.4% | +25.9% |
| YTD | +17.3% | +5.9% | +11.4% | +16.7% |
| 1Y | +15.1% | +19.7% | -4.6% | +14.0% |
| 3Y | +157.1% | +20.5% | +136.6% | +153.4% |
| 5Y | +45.1% | -35.0% | +80.1% | +44.5% |
| 10Y | +83.9% | +540.9% | -457.0% | +71.6% |
| All | +3,099.6% | +1,634.9% | +1,464.7% | +2,520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling