+9.0%
MMM vs RNG
+122.1%
-113.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -2.6% | -4.1% | +1.5% | -2.4% |
| 30D | -9.3% | +8.6% | -17.9% | -9.6% |
| 3M | +5.6% | +78.0% | -72.4% | +3.5% |
| 6M | +9.5% | +67.0% | -57.6% | +7.1% |
| YTD | +4.1% | +142.4% | -138.3% | -3.7% |
| All | +9.0% | +122.1% | -113.1% | -1.1% |
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