+1,115.8%
RSP vs MMM
+576.7%
+539.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | -1.0% | +6.2% | -7.2% | -4.6% |
| 30D | +2.6% | +14.2% | -11.6% | -5.2% |
| 3M | -0.8% | +2.9% | -3.7% | -3.0% |
| 6M | +6.3% | +27.6% | -21.3% | -8.5% |
| YTD | +14.1% | +17.3% | -3.1% | +2.2% |
| 1Y | +18.0% | +15.1% | +2.9% | +6.7% |
| 3Y | +61.0% | +157.1% | -96.1% | -15.5% |
| 5Y | +45.6% | +45.1% | +0.5% | +7.0% |
| 10Y | +220.2% | +83.9% | +136.3% | +86.7% |
| All | +1,115.8% | +576.7% | +539.1% | +185.1% |
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 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