+1,970.5%
MMM vs RIG
-47.1%
+2,017.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +7.0% | -12.2% | +19.2% | +8.4% |
| 30D | +18.4% | -6.0% | +24.4% | +18.8% |
| 3M | +4.5% | -9.4% | +13.9% | +5.1% |
| 6M | +33.4% | -19.1% | +52.5% | +35.4% |
| YTD | +20.0% | +25.4% | -5.5% | +15.1% |
| 1Y | +15.0% | +23.3% | -8.3% | +10.5% |
| 3Y | +165.0% | -22.1% | +187.1% | +159.6% |
| 5Y | +47.9% | +50.1% | -2.2% | +27.8% |
| 10Y | +79.6% | -50.7% | +130.3% | +45.5% |
| All | +1,970.5% | -47.1% | +2,017.5% | +1,684.9% |
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 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