+1,031.3%
MMM vs RSG
+2,310.6%
-1,279.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +2.5% | -2.9% | -1.0% |
| 30D | +12.1% | +12.7% | -0.6% | +8.7% |
| 3M | +1.4% | +17.9% | -16.5% | -2.9% |
| 6M | +26.6% | +25.0% | +1.6% | +19.1% |
| YTD | +16.8% | +20.8% | -4.0% | +10.6% |
| 1Y | +10.1% | +24.3% | -14.2% | +3.4% |
| 3Y | +158.4% | +65.3% | +93.2% | +124.8% |
| 5Y | +43.1% | +99.1% | -56.0% | +17.9% |
| 10Y | +74.2% | +452.4% | -378.2% | +12.6% |
| All | +1,031.3% | +2,310.6% | -1,279.4% | +442.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling