-8.5%
RGTI vs MMM
+9.2%
-17.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.1% |
| 7D | +0.5% | -2.1% | +2.6% | +1.9% |
| 30D | -17.1% | -9.8% | -7.3% | -11.3% |
| 3M | -26.0% | +4.9% | -30.9% | -28.0% |
| 6M | -9.9% | +7.3% | -17.2% | -14.6% |
| YTD | -31.1% | +4.5% | -35.6% | -34.0% |
| 1Y | -8.5% | +5.4% | -13.9% | -8.1% |
| All | -8.5% | +9.2% | -17.8% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling