+512.8%
F vs MMM
+3,190.8%
-2,678.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.7% |
| 7D | +1.4% | +5.9% | -4.5% | -2.2% |
| 30D | +2.0% | +14.7% | -12.7% | -6.2% |
| 3M | -10.4% | +3.6% | -13.9% | -12.6% |
| 6M | +9.7% | +32.7% | -23.0% | -7.9% |
| YTD | -1.2% | +18.9% | -20.1% | -12.0% |
| 1Y | 0.0% | +16.4% | -16.3% | -9.9% |
| 3Y | +41.1% | +159.8% | -118.7% | -25.2% |
| 5Y | -11.4% | +47.2% | -58.6% | -34.4% |
| 10Y | +85.0% | +86.5% | -1.5% | +14.8% |
| All | +512.8% | +3,190.8% | -2,678.0% | -14.1% |
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