+1,743.0%
MMM vs RIG
-40.2%
+1,783.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +0.5% |
| 7D | -3.3% | +0.9% | -4.2% | -3.4% |
| 30D | -7.0% | +13.8% | -20.8% | -8.5% |
| 3M | +10.8% | -6.4% | +17.2% | +11.3% |
| 6M | +5.8% | -8.2% | +13.9% | +6.0% |
| YTD | +6.8% | +41.6% | -34.9% | +1.5% |
| 1Y | +10.4% | +88.7% | -78.3% | +1.1% |
| 3Y | +104.7% | -30.9% | +135.5% | +103.9% |
| 5Y | +23.6% | +57.7% | -34.1% | +6.2% |
| 10Y | +54.1% | -39.3% | +93.4% | +21.8% |
| All | +1,743.0% | -40.2% | +1,783.2% | +1,474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling