+3,159.7%
MMM vs RGEN
+1,689.4%
+1,470.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.8% |
| 7D | +5.8% | +3.5% | +2.3% | +5.6% |
| 30D | +17.9% | +2.9% | +15.0% | +17.8% |
| 3M | +3.6% | +9.2% | -5.6% | +3.2% |
| 6M | +32.9% | +44.9% | -12.0% | +31.0% |
| YTD | +19.5% | +9.2% | +10.3% | +18.8% |
| 1Y | +16.5% | +25.3% | -8.7% | +15.3% |
| 3Y | +167.2% | +21.7% | +145.4% | +163.2% |
| 5Y | +48.2% | -34.5% | +82.7% | +47.6% |
| 10Y | +83.0% | +478.9% | -395.9% | +71.1% |
| All | +3,159.7% | +1,689.4% | +1,470.3% | +2,566.9% |
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