+2,812.9%
MMM vs RRC
+1,202.2%
+1,610.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.4% |
| 30D | -7.0% | +10.1% | -17.1% | -7.7% |
| 3M | +10.8% | +4.0% | +6.8% | +10.4% |
| 6M | +5.8% | +1.6% | +4.2% | +5.4% |
| YTD | +6.8% | +19.7% | -12.9% | +5.0% |
| 1Y | +10.4% | +21.4% | -11.0% | +8.3% |
| 3Y | +104.7% | +29.7% | +75.0% | +98.7% |
| 5Y | +23.6% | +153.9% | -130.3% | +12.1% |
| 10Y | +54.1% | +10.8% | +43.3% | +36.8% |
| All | +2,812.9% | +1,202.2% | +1,610.7% | +2,211.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling