+27.0%
MMM vs RIG
+52.4%
-25.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | -8.0% | +9.5% | -17.5% | -8.8% |
| 3M | +9.4% | -6.6% | +16.0% | +9.8% |
| 6M | +10.2% | -2.9% | +13.1% | +9.8% |
| YTD | +6.1% | +39.5% | -33.4% | +1.9% |
| 1Y | +10.8% | +82.3% | -71.5% | +3.4% |
| 3Y | +104.8% | -29.6% | +134.4% | +99.8% |
| 5Y | +27.0% | +63.2% | -36.1% | +16.2% |
| All | +27.0% | +52.4% | -25.3% | +16.2% |
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