+45.3%
MMM vs FAST
+103.6%
-58.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +6.2% | +2.1% | +4.1% | +5.2% |
| 30D | +14.2% | +6.9% | +7.3% | +10.6% |
| 3M | +2.9% | +4.8% | -1.9% | +0.5% |
| 6M | +27.6% | +19.8% | +7.8% | +16.5% |
| YTD | +17.3% | +34.9% | -17.6% | +0.1% |
| 1Y | +15.1% | +32.8% | -17.7% | -1.0% |
| 3Y | +157.1% | +93.7% | +63.4% | +78.4% |
| All | +45.3% | +103.6% | -58.3% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling