+104.8%
MMM vs FCUV
-99.2%
+204.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -65.2% | +64.6% | -0.5% |
| 7D | -1.6% | -47.9% | +46.3% | -1.6% |
| 30D | -8.0% | +13.7% | -21.7% | -8.2% |
| 3M | +9.4% | +97.0% | -87.6% | +8.0% |
| 6M | +10.2% | -66.1% | +76.4% | +10.4% |
| YTD | +6.1% | -81.8% | +87.9% | +7.0% |
| 1Y | +10.8% | -93.3% | +104.1% | +12.6% |
| 3Y | +104.8% | -99.2% | +204.0% | +113.2% |
| All | +104.8% | -99.2% | +204.0% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling