+53.8%
MMM vs RL
+304.3%
-250.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -8.0% | -12.2% | +4.2% | -4.6% |
| 3M | +9.4% | -6.6% | +16.0% | +11.1% |
| 6M | +10.2% | +3.2% | +7.1% | +8.3% |
| YTD | +6.1% | -1.3% | +7.4% | +5.3% |
| 1Y | +10.8% | +13.6% | -2.8% | +5.4% |
| 3Y | +104.8% | +210.9% | -106.1% | +43.5% |
| 5Y | +27.0% | +246.9% | -219.8% | -16.0% |
| 10Y | +53.8% | +310.1% | -256.3% | -8.0% |
| All | +53.8% | +304.3% | -250.5% | -8.0% |
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