+84.9%
MMM vs FCUV
-87.2%
+172.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -13.7% | +13.8% | +0.2% |
| 7D | -3.3% | +62.8% | -66.2% | -3.4% |
| 30D | -7.0% | +66.5% | -73.5% | -7.1% |
| 3M | +10.8% | +459.9% | -449.1% | +10.0% |
| 6M | +5.8% | -12.4% | +18.1% | +5.2% |
| YTD | +6.8% | -47.5% | +54.3% | +6.3% |
| 1Y | +10.4% | -80.5% | +90.9% | +10.0% |
| 3Y | +104.7% | -97.6% | +202.3% | +103.9% |
| 5Y | +23.6% | -99.5% | +123.1% | +23.1% |
| 10Y | +54.1% | -95.8% | +149.9% | +53.7% |
| All | +84.9% | -87.2% | +172.1% | +84.5% |
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