+27.6%
MMM vs RIG
-11.9%
+39.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.3% |
| 7D | +6.2% | -24.5% | +30.7% | +5.3% |
| 30D | +14.2% | -2.8% | +17.0% | +12.8% |
| 3M | +2.9% | +1.6% | +1.4% | +1.5% |
| 6M | +27.6% | -15.9% | +43.4% | +25.9% |
| All | +27.6% | -11.9% | +39.5% | +25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling