+802.3%
MMM vs RL
+1,366.2%
-563.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -7.0% | -7.8% | +0.7% | -5.3% |
| 3M | +10.8% | -4.0% | +14.8% | +11.6% |
| 6M | +5.8% | -1.9% | +7.7% | +5.5% |
| YTD | +6.8% | -0.2% | +6.9% | +5.9% |
| 1Y | +10.4% | +10.7% | -0.3% | +6.7% |
| 3Y | +104.7% | +210.8% | -106.1% | +52.7% |
| 5Y | +23.6% | +238.2% | -214.7% | -11.6% |
| 10Y | +54.1% | +313.4% | -259.3% | -0.9% |
| All | +802.3% | +1,366.2% | -563.8% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling