+215.6%
RSP vs MMM
+88.0%
+127.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.5% |
| 7D | +0.4% | +5.8% | -5.3% | -2.1% |
| 30D | +3.7% | +17.9% | -14.2% | -3.7% |
| 3M | +0.8% | +3.6% | -2.8% | -1.1% |
| 6M | +9.1% | +32.9% | -23.8% | -4.4% |
| YTD | +16.7% | +19.5% | -2.8% | +6.5% |
| 1Y | +19.7% | +16.5% | +3.1% | +10.4% |
| 3Y | +66.7% | +167.2% | -100.4% | -1.0% |
| 5Y | +48.7% | +48.2% | +0.5% | +19.4% |
| 10Y | +215.6% | +83.0% | +132.5% | +123.6% |
| All | +215.6% | +88.0% | +127.5% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling