+51.2%
MMM vs RSG
+425.0%
-373.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -3.2% | -1.8% | -1.4% | -2.4% |
| 30D | -10.7% | +2.8% | -13.5% | -11.9% |
| 3M | +4.3% | +4.3% | 0.0% | +1.7% |
| 6M | +5.9% | -0.5% | +6.4% | +5.3% |
| YTD | +3.2% | +5.2% | -2.1% | -0.6% |
| 1Y | +8.0% | -2.1% | +10.1% | +7.9% |
| 3Y | +99.1% | +56.5% | +42.6% | +52.6% |
| 5Y | +25.7% | +89.5% | -63.8% | -15.7% |
| All | +51.2% | +425.0% | -373.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling