+80.3%
MMM vs FAST
+586.8%
-506.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +6.2% | +2.1% | +4.1% | +5.3% |
| 30D | +14.2% | +6.9% | +7.3% | +10.8% |
| 3M | +2.9% | +4.8% | -1.9% | +0.6% |
| 6M | +27.6% | +19.8% | +7.8% | +17.0% |
| YTD | +17.3% | +34.9% | -17.6% | +1.1% |
| 1Y | +15.1% | +32.8% | -17.7% | -0.1% |
| 3Y | +157.1% | +93.7% | +63.4% | +83.9% |
| 5Y | +45.1% | +105.3% | -60.2% | -0.5% |
| All | +80.3% | +586.8% | -506.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling