+51.2%
MMM vs FCUV
-98.6%
+149.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -3.2% | -72.0% | +68.7% | -3.1% |
| 30D | -10.7% | -8.0% | -2.7% | -10.7% |
| 3M | +4.3% | +66.3% | -62.0% | +3.5% |
| 6M | +5.9% | -75.3% | +81.2% | +5.4% |
| YTD | +3.2% | -83.0% | +86.1% | +2.7% |
| 1Y | +8.0% | -94.7% | +102.7% | +7.7% |
| 3Y | +99.1% | -99.3% | +198.4% | +98.4% |
| 5Y | +25.7% | -99.9% | +125.6% | +25.4% |
| All | +51.2% | -98.6% | +149.8% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling