+26.1%
MMM vs RRX
+16.5%
+9.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | -9.3% | -8.0% | -1.3% | -7.2% |
| 3M | +5.6% | -25.1% | +30.6% | +13.2% |
| 6M | +9.5% | -18.3% | +27.7% | +12.9% |
| YTD | +4.1% | +14.2% | -10.0% | -4.1% |
| 1Y | +9.4% | +13.0% | -3.7% | +0.3% |
| 3Y | +101.0% | +4.2% | +96.8% | +82.3% |
| 5Y | +26.1% | +17.9% | +8.2% | +6.7% |
| All | +26.1% | +16.5% | +9.6% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling