+45.3%
MMM vs RIG
+44.4%
+1.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.6% |
| 7D | +6.2% | -24.5% | +30.7% | +8.6% |
| 30D | +14.2% | -2.8% | +17.0% | +14.1% |
| 3M | +2.9% | +1.6% | +1.4% | +2.2% |
| 6M | +27.6% | -15.9% | +43.4% | +28.5% |
| YTD | +17.3% | +26.9% | -9.6% | +13.1% |
| 1Y | +15.1% | +34.4% | -19.3% | +10.3% |
| 3Y | +157.1% | -21.2% | +178.3% | +148.0% |
| All | +45.3% | +44.4% | +1.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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