+14.0%
MMM vs RNG
+178.2%
-164.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | -2.6% | -3.5% | +0.9% | -2.5% |
| 30D | +17.4% | -3.8% | +21.2% | +17.4% |
| 3M | +3.6% | +18.6% | -15.0% | +3.0% |
| 6M | +33.0% | +69.2% | -36.2% | +31.3% |
| YTD | +19.6% | +161.9% | -142.2% | +10.2% |
| 1Y | +14.0% | +176.2% | -162.2% | +2.9% |
| All | +14.0% | +178.2% | -164.1% | +2.9% |
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