+55.6%
RGTI vs MMM
+25.2%
+30.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -0.1% | -3.2% | +3.1% | +2.4% |
| 30D | -16.2% | -10.7% | -5.5% | -8.7% |
| 3M | -22.0% | +4.3% | -26.3% | -24.8% |
| 6M | -10.8% | +5.9% | -16.7% | -15.0% |
| YTD | -31.6% | +3.2% | -34.7% | -33.9% |
| 1Y | -6.4% | +8.0% | -14.4% | -13.0% |
| 3Y | +665.7% | +99.1% | +566.6% | +367.8% |
| All | +55.6% | +25.2% | +30.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling