+78.1%
MMM vs RL
+342.1%
-264.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | +14.4% | +4.6% | +9.9% | +13.0% |
| 3M | +1.8% | -1.1% | +2.9% | +1.9% |
| 6M | +31.3% | +16.5% | +14.8% | +24.7% |
| YTD | +18.0% | +11.4% | +6.6% | +13.0% |
| 1Y | +10.9% | +16.1% | -5.2% | +4.8% |
| 3Y | +160.6% | +252.6% | -92.0% | +75.9% |
| 5Y | +44.5% | +244.9% | -200.4% | -4.3% |
| All | +78.1% | +342.1% | -264.1% | +4.1% |
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