+23.0%
MMM vs FDS
+31.1%
-8.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.7% | +9.4% |
| 7D | +12.2% | +9.4% | +2.8% | +12.0% |
| 30D | +18.8% | +23.8% | -4.9% | +18.5% |
| 3M | +7.4% | +25.1% | -17.8% | +7.1% |
| 6M | +38.3% | +53.8% | -15.5% | +38.3% |
| YTD | +22.9% | +19.6% | +3.3% | +26.7% |
| 1Y | +23.0% | +31.6% | -8.6% | +26.4% |
| All | +23.0% | +31.1% | -8.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling