+76.3%
MMM vs RL
+337.1%
-260.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -0.4% | +2.6% | -3.0% | -1.1% |
| 30D | +12.1% | +2.9% | +9.2% | +11.2% |
| 3M | +1.4% | 0.0% | +1.4% | +1.2% |
| 6M | +26.6% | +17.1% | +9.5% | +20.0% |
| YTD | +16.8% | +10.1% | +6.7% | +12.3% |
| 1Y | +10.1% | +17.3% | -7.2% | +3.7% |
| 3Y | +158.4% | +249.3% | -90.9% | +74.9% |
| 5Y | +43.1% | +240.9% | -197.8% | -4.9% |
| All | +76.3% | +337.1% | -260.7% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling