+2,812.9%
MMM vs RGEN
+1,576.0%
+1,236.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.3% | -4.9% | +1.6% | -3.2% |
| 30D | -7.0% | +5.7% | -12.7% | -7.2% |
| 3M | +10.8% | +32.4% | -21.6% | +9.7% |
| 6M | +5.8% | +33.2% | -27.4% | +4.6% |
| YTD | +6.8% | +2.3% | +4.5% | +6.4% |
| 1Y | +10.4% | +39.0% | -28.6% | +8.8% |
| 3Y | +104.7% | -4.6% | +109.3% | +103.1% |
| 5Y | +23.6% | -42.7% | +66.2% | +23.5% |
| 10Y | +54.1% | +433.6% | -379.5% | +44.5% |
| All | +2,812.9% | +1,576.0% | +1,236.9% | +2,289.9% |
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