+891.1%
MMM vs RL
+1,476.5%
-585.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +6.2% | -4.2% | +10.4% | +7.3% |
| 30D | +14.2% | +4.3% | +9.9% | +13.1% |
| 3M | +2.9% | -4.6% | +7.5% | +3.9% |
| 6M | +27.6% | +1.7% | +25.8% | +26.2% |
| YTD | +17.3% | +7.3% | +9.9% | +14.2% |
| 1Y | +15.1% | +20.8% | -5.7% | +8.9% |
| 3Y | +157.1% | +247.0% | -89.8% | +86.8% |
| 5Y | +45.1% | +225.5% | -180.3% | +4.9% |
| 10Y | +83.9% | +363.0% | -279.2% | +15.2% |
| All | +891.1% | +1,476.5% | -585.4% | +338.5% |
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