+76.3%
MMM vs RNG
+234.5%
-158.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.4% | +4.6% | -5.0% | -0.8% |
| 30D | +12.1% | +0.4% | +11.7% | +12.0% |
| 3M | +1.4% | +11.4% | -10.0% | 0.0% |
| 6M | +26.6% | +95.7% | -69.1% | +17.1% |
| YTD | +16.8% | +162.9% | -146.1% | +3.1% |
| 1Y | +10.1% | +180.3% | -170.2% | -3.6% |
| 3Y | +158.4% | +188.3% | -29.9% | +121.0% |
| 5Y | +43.1% | -72.5% | +115.6% | +42.8% |
| All | +76.3% | +234.5% | -158.1% | +25.6% |
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