+1,127.7%
RSP vs MMM
+516.0%
+611.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.8% | -3.3% | +2.5% | +1.1% |
| 30D | -0.3% | -7.0% | +6.7% | +3.8% |
| 3M | +4.3% | +10.8% | -6.5% | -2.1% |
| 6M | +8.8% | +5.8% | +3.1% | +4.4% |
| YTD | +15.3% | +6.8% | +8.5% | +9.4% |
| 1Y | +18.3% | +10.4% | +7.9% | +9.5% |
| 3Y | +52.8% | +104.7% | -51.9% | -7.8% |
| 5Y | +51.7% | +23.6% | +28.2% | +23.4% |
| 10Y | +208.5% | +54.1% | +154.3% | +102.0% |
| All | +1,127.7% | +516.0% | +611.7% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling