+149.8%
MMM vs RNG
+327.7%
-177.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -3.3% | +5.8% | -9.1% | -3.9% |
| 30D | -7.0% | +19.6% | -26.6% | -8.7% |
| 3M | +10.8% | +67.0% | -56.2% | +4.7% |
| 6M | +5.8% | +88.4% | -82.6% | -2.0% |
| YTD | +6.8% | +155.5% | -148.7% | -5.1% |
| 1Y | +10.4% | +141.7% | -131.3% | -1.5% |
| 3Y | +104.7% | +131.1% | -26.4% | +79.7% |
| 5Y | +23.6% | -70.6% | +94.1% | +23.8% |
| 10Y | +54.1% | +228.2% | -174.1% | +13.4% |
| All | +149.8% | +327.7% | -177.9% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling