+165.0%
MMM vs RL
+260.1%
-95.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +15.8% |
| 3M | +4.5% | -1.5% | +6.0% | +4.8% |
| 6M | +33.4% | +12.1% | +21.3% | +28.0% |
| YTD | +20.0% | +13.9% | +6.0% | +13.9% |
| 1Y | +15.0% | +20.7% | -5.6% | +7.0% |
| 3Y | +165.0% | +260.6% | -95.6% | +92.2% |
| All | +165.0% | +260.1% | -95.1% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling