-9.7%
RKT vs MMM
+24.9%
-34.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.7% |
| 7D | -1.0% | -2.6% | +1.6% | +0.6% |
| 30D | -2.4% | -9.3% | +6.9% | +3.3% |
| 3M | +1.9% | +5.6% | -3.7% | -1.4% |
| 6M | -13.9% | +9.5% | -23.3% | -18.4% |
| YTD | -30.6% | +4.1% | -34.8% | -32.5% |
| 1Y | -34.4% | +9.4% | -43.7% | -38.1% |
| 3Y | +38.2% | +101.0% | -62.8% | -18.4% |
| 5Y | -9.7% | +26.1% | -35.8% | -23.1% |
| All | -9.7% | +24.9% | -34.6% | -23.1% |
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 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