+83.0%
MMM vs FDS
+135.1%
-52.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +5.8% | -5.0% | +10.7% | +7.4% |
| 30D | +17.9% | +13.8% | +4.2% | +13.5% |
| 3M | +3.6% | +14.8% | -11.3% | -1.2% |
| 6M | +32.9% | +47.4% | -14.5% | +15.2% |
| YTD | +19.5% | +14.2% | +5.3% | +12.0% |
| 1Y | +16.5% | +26.6% | -10.1% | +4.5% |
| 3Y | +167.2% | -24.4% | +191.6% | +190.4% |
| 5Y | +48.2% | -22.6% | +70.9% | +57.1% |
| 10Y | +83.0% | +130.0% | -47.0% | +21.8% |
| All | +83.0% | +135.1% | -52.1% | +21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling