-10.4%
RKT vs MMM
+22.1%
-32.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +9.5% | -0.9% | +2.0% |
| 7D | +29.7% | +12.2% | +17.5% | +19.6% |
| 30D | +28.5% | +18.8% | +9.7% | +13.9% |
| 3M | +6.4% | +7.4% | -1.0% | +1.2% |
| 6M | +7.1% | +38.3% | -31.2% | -15.3% |
| YTD | -22.5% | +22.9% | -45.3% | -34.5% |
| 1Y | -10.4% | +23.0% | -33.4% | -26.5% |
| All | -10.4% | +22.1% | -32.5% | -26.5% |
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