+933.9%
MMM vs RSG
+2,015.2%
-1,081.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -7.0% | +7.6% | -14.6% | -8.8% |
| 3M | +10.8% | +7.4% | +3.4% | +8.5% |
| 6M | +5.8% | -3.3% | +9.0% | +6.2% |
| YTD | +6.8% | +6.0% | +0.8% | +4.6% |
| 1Y | +10.4% | -3.7% | +14.1% | +10.8% |
| 3Y | +104.7% | +59.1% | +45.6% | +79.9% |
| 5Y | +23.6% | +89.0% | -65.5% | +3.3% |
| 10Y | +54.1% | +412.5% | -358.4% | +2.0% |
| All | +933.9% | +2,015.2% | -1,081.3% | +413.5% |
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