+10.9%
MMM vs RNG
+177.2%
-166.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.4% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | +14.4% | -3.4% | +17.8% | +14.4% |
| 3M | +1.8% | +20.9% | -19.1% | +1.2% |
| 6M | +31.3% | +82.2% | -50.9% | +29.2% |
| YTD | +18.0% | +164.6% | -146.7% | +8.6% |
| 1Y | +10.9% | +177.0% | -166.1% | +0.2% |
| All | +10.9% | +177.2% | -166.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling