+78.4%
MMM vs FDS
+132.8%
-54.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.1% |
| 7D | -2.6% | -2.1% | -0.5% | -2.0% |
| 30D | +17.4% | +16.0% | +1.4% | +12.3% |
| 3M | +3.6% | +18.8% | -15.2% | -2.2% |
| 6M | +33.0% | +54.1% | -21.1% | +13.7% |
| YTD | +19.6% | +17.0% | +2.6% | +11.3% |
| 1Y | +14.0% | +25.5% | -11.5% | +2.9% |
| 3Y | +164.3% | -23.3% | +187.6% | +186.2% |
| 5Y | +49.3% | -22.6% | +72.0% | +58.7% |
| 10Y | +78.4% | +130.2% | -51.9% | +20.8% |
| All | +78.4% | +132.8% | -54.4% | +20.8% |
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