+27.0%
MMM vs RRC
+153.5%
-126.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 6M | +10.2% | +1.5% | +8.8% | +9.7% |
| YTD | +6.1% | +19.4% | -13.3% | +3.5% |
| 1Y | +10.8% | +24.2% | -13.4% | +7.4% |
| 3Y | +104.8% | +32.8% | +72.0% | +95.8% |
| 5Y | +27.0% | +152.9% | -125.9% | +16.2% |
| All | +27.0% | +153.5% | -126.5% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling