+61.0%
RSP vs MMM
+156.3%
-95.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -1.0% | +6.2% | -7.2% | -2.6% |
| 30D | +2.6% | +14.2% | -11.6% | -1.0% |
| 3M | -0.8% | +2.9% | -3.7% | -1.7% |
| 6M | +6.3% | +27.6% | -21.3% | -0.7% |
| YTD | +14.1% | +17.3% | -3.1% | +8.7% |
| 1Y | +18.0% | +15.1% | +2.9% | +13.0% |
| 3Y | +61.0% | +157.1% | -96.1% | +29.5% |
| All | +61.0% | +156.3% | -95.2% | +29.5% |
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 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