+51.2%
MMM vs RNG
+223.4%
-172.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | -3.2% | -9.6% | +6.3% | -2.3% |
| 30D | -10.7% | +8.8% | -19.5% | -11.5% |
| 3M | +4.3% | +78.6% | -74.3% | -2.2% |
| 6M | +5.9% | +70.3% | -64.4% | -0.9% |
| YTD | +3.2% | +140.3% | -137.2% | -8.0% |
| 1Y | +8.0% | +126.6% | -118.6% | -3.2% |
| 3Y | +99.1% | +120.2% | -21.1% | +75.0% |
| 5Y | +25.7% | -68.3% | +94.0% | +24.3% |
| All | +51.2% | +223.4% | -172.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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