+167.2%
MMM vs FAST
+96.6%
+70.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.5% |
| 7D | +5.8% | +3.8% | +1.9% | +4.0% |
| 30D | +17.9% | +8.1% | +9.9% | +13.9% |
| 3M | +3.6% | +5.8% | -2.2% | +0.9% |
| 6M | +32.9% | +24.9% | +8.0% | +19.9% |
| YTD | +19.5% | +38.9% | -19.4% | +1.8% |
| 1Y | +16.5% | +36.5% | -19.9% | +0.1% |
| 3Y | +167.2% | +98.1% | +69.0% | +102.4% |
| All | +167.2% | +96.6% | +70.6% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling