+23.0%
MMM vs RRX
+30.0%
-7.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.6% | +13.2% | +10.1% |
| 7D | +12.2% | +7.6% | +4.6% | +10.6% |
| 30D | +18.8% | +7.5% | +11.3% | +17.0% |
| 3M | +7.4% | -21.0% | +28.4% | +11.4% |
| 6M | +38.3% | -18.1% | +56.4% | +41.3% |
| YTD | +22.9% | +24.3% | -1.4% | +12.0% |
| 1Y | +23.0% | +29.3% | -6.3% | +11.1% |
| All | +23.0% | +30.0% | -7.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling