+1,042.4%
MMM vs RSG
+2,310.7%
-1,268.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | -0.8% | +1.4% | -2.3% | -1.2% |
| 30D | +14.4% | +15.0% | -0.6% | +10.3% |
| 3M | +1.8% | +18.5% | -16.7% | -2.7% |
| 6M | +31.3% | +25.8% | +5.5% | +23.3% |
| YTD | +18.0% | +20.8% | -2.8% | +11.6% |
| 1Y | +10.9% | +24.8% | -13.9% | +4.0% |
| 3Y | +160.6% | +65.9% | +94.7% | +126.5% |
| 5Y | +44.5% | +99.1% | -54.6% | +19.1% |
| 10Y | +75.9% | +452.4% | -376.5% | +13.7% |
| All | +1,042.4% | +2,310.7% | -1,268.4% | +448.0% |
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