+156.7%
RTX vs MMM
+160.9%
-4.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +8.4% | +14.4% | -6.0% | +6.0% |
| 3M | -10.7% | +1.8% | -12.4% | -11.0% |
| 6M | +11.7% | +31.3% | -19.6% | +6.7% |
| YTD | +9.3% | +18.0% | -8.6% | +6.0% |
| 1Y | +13.3% | +10.9% | +2.4% | +10.8% |
| All | +156.7% | +160.9% | -4.2% | +138.6% |
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 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