+26.1%
MMM vs RSG
+90.2%
-64.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -9.3% | +3.7% | -13.0% | -10.3% |
| 3M | +5.6% | +6.2% | -0.6% | +3.4% |
| 6M | +9.5% | -2.8% | +12.2% | +10.2% |
| YTD | +4.1% | +5.9% | -1.8% | +1.5% |
| 1Y | +9.4% | -1.8% | +11.1% | +9.5% |
| 3Y | +101.0% | +57.5% | +43.5% | +72.0% |
| 5Y | +26.1% | +91.1% | -65.0% | -0.6% |
| All | +26.1% | +90.2% | -64.1% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling