+2,812.9%
MMM vs FAST
+71,032.6%
-68,219.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -3.3% | -0.4% | -3.0% | -3.2% |
| 30D | -7.0% | -0.8% | -6.2% | -6.9% |
| 3M | +10.8% | +5.8% | +5.1% | +9.2% |
| 6M | +5.8% | +8.0% | -2.2% | +3.6% |
| YTD | +6.8% | +25.6% | -18.9% | +0.6% |
| 1Y | +10.4% | +0.8% | +9.6% | +9.7% |
| 3Y | +104.7% | +86.1% | +18.6% | +74.3% |
| 5Y | +23.6% | +100.2% | -76.7% | +3.2% |
| 10Y | +54.1% | +494.2% | -440.1% | -0.1% |
| All | +2,812.9% | +71,032.6% | -68,219.7% | +859.9% |
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