+104.2%
RKT vs MMM
+164.6%
-60.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | 0.0% |
| 7D | +10.3% | +5.8% | +4.6% | +7.5% |
| 30D | +32.3% | +17.9% | +14.4% | +22.9% |
| 3M | +10.7% | +3.6% | +7.1% | +8.8% |
| 6M | -3.2% | +32.9% | -36.1% | -14.7% |
| YTD | -21.5% | +19.5% | -41.0% | -27.7% |
| 1Y | -6.0% | +16.5% | -22.5% | -12.4% |
| 3Y | +104.2% | +167.2% | -62.9% | +10.9% |
| All | +104.2% | +164.6% | -60.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling