+1,924.4%
MMM vs RIG
-46.4%
+1,970.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | +6.2% | -24.5% | +30.7% | +9.3% |
| 30D | +14.2% | -2.8% | +17.0% | +14.2% |
| 3M | +2.9% | +1.6% | +1.4% | +2.1% |
| 6M | +27.6% | -15.9% | +43.4% | +28.9% |
| YTD | +17.3% | +26.9% | -9.6% | +12.4% |
| 1Y | +15.1% | +34.4% | -19.3% | +9.5% |
| 3Y | +157.1% | -21.2% | +178.3% | +151.6% |
| 5Y | +45.1% | +46.4% | -1.3% | +25.8% |
| 10Y | +83.9% | -45.8% | +129.7% | +47.1% |
| All | +1,924.4% | -46.4% | +1,970.8% | +1,643.0% |
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