+3,099.6%
MMM vs RRC
+1,414.2%
+1,685.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 7D | +6.2% | -10.8% | +17.0% | +7.1% |
| 30D | +14.2% | +22.3% | -8.1% | +12.3% |
| 3M | +2.9% | +26.6% | -23.7% | +0.9% |
| 6M | +27.6% | +18.9% | +8.6% | +25.5% |
| YTD | +17.3% | +39.2% | -21.9% | +13.8% |
| 1Y | +15.1% | +34.0% | -18.9% | +12.0% |
| 3Y | +157.1% | +42.0% | +115.1% | +147.6% |
| 5Y | +45.1% | +111.9% | -66.8% | +33.3% |
| 10Y | +83.9% | +62.8% | +21.1% | +58.7% |
| All | +3,099.6% | +1,414.2% | +1,685.4% | +2,405.4% |
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