+79.6%
MMM vs RL
+369.1%
-289.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +7.0% | +1.3% | +5.6% | +6.6% |
| 30D | +18.4% | +7.6% | +10.8% | +15.9% |
| 3M | +4.5% | -1.5% | +6.0% | +4.7% |
| 6M | +33.4% | +12.1% | +21.3% | +28.1% |
| YTD | +20.0% | +13.9% | +6.0% | +14.2% |
| 1Y | +15.0% | +20.7% | -5.6% | +7.5% |
| 3Y | +165.0% | +260.6% | -95.6% | +77.9% |
| 5Y | +47.9% | +248.9% | -200.9% | -2.2% |
| 10Y | +79.6% | +355.9% | -276.3% | +2.9% |
| All | +79.6% | +369.1% | -289.5% | +2.9% |
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