+3,144.9%
MMM vs FAST
+76,149.7%
-73,004.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +5.9% | +0.7% | +5.2% | +5.7% |
| 30D | +14.7% | +4.6% | +10.1% | +13.5% |
| 3M | +3.6% | +6.4% | -2.8% | +2.0% |
| 6M | +32.7% | +20.6% | +12.1% | +26.6% |
| YTD | +18.9% | +34.7% | -15.7% | +10.2% |
| 1Y | +16.4% | +29.7% | -13.3% | +8.8% |
| 3Y | +159.8% | +89.9% | +69.9% | +120.4% |
| 5Y | +47.2% | +105.0% | -57.8% | +22.1% |
| 10Y | +86.5% | +594.2% | -507.7% | +16.8% |
| All | +3,144.9% | +76,149.7% | -73,004.9% | +951.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling