+53.8%
MMM vs RRC
+7.9%
+45.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -8.0% | +9.4% | -17.4% | -8.9% |
| 3M | +9.4% | +7.4% | +2.0% | +8.4% |
| 6M | +10.2% | +1.5% | +8.8% | +9.7% |
| YTD | +6.1% | +19.4% | -13.3% | +3.7% |
| 1Y | +10.8% | +24.2% | -13.4% | +7.7% |
| 3Y | +104.8% | +32.8% | +72.0% | +96.1% |
| 5Y | +27.0% | +152.9% | -125.9% | +11.3% |
| 10Y | +53.8% | +3.9% | +49.9% | +19.6% |
| All | +53.8% | +7.9% | +45.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RRC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling