+107.1%
MMM vs FCUV
-97.7%
+204.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.3% |
| 7D | -2.6% | -4.7% | +2.1% | -2.6% |
| 30D | +17.4% | -23.2% | +40.6% | +17.4% |
| 3M | +3.6% | -49.2% | +52.8% | +3.6% |
| 6M | +33.0% | -9.2% | +42.3% | +32.3% |
| YTD | +19.6% | -90.6% | +110.2% | +19.3% |
| 1Y | +14.0% | -97.9% | +111.9% | +13.9% |
| 3Y | +164.3% | -99.5% | +263.8% | +163.7% |
| 5Y | +49.3% | -99.9% | +149.2% | +49.1% |
| 10Y | +78.4% | -99.2% | +177.6% | +78.1% |
| All | +107.1% | -97.7% | +204.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling