+29.4%
MMM vs FAST
+100.5%
-71.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | -3.3% | -0.4% | -3.0% | -3.2% |
| 30D | -7.0% | -0.8% | -6.2% | -6.7% |
| 3M | +10.8% | +5.8% | +5.1% | +7.6% |
| 6M | +5.8% | +8.0% | -2.2% | +1.2% |
| YTD | +6.8% | +25.6% | -18.9% | -5.6% |
| 1Y | +10.4% | +0.8% | +9.6% | +8.7% |
| 3Y | +104.7% | +86.1% | +18.6% | +44.5% |
| All | +29.4% | +100.5% | -71.1% | -14.7% |
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