+53.8%
MMM vs FDS
+77.6%
-23.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.7% |
| 7D | -1.6% | -5.4% | +3.8% | 0.0% |
| 30D | -8.0% | +1.6% | -9.6% | -8.7% |
| 3M | +9.4% | +17.7% | -8.4% | +2.8% |
| 6M | +10.2% | +29.1% | -18.8% | -1.0% |
| YTD | +6.1% | +1.0% | +5.1% | +3.5% |
| 1Y | +10.8% | -21.6% | +32.4% | +18.5% |
| 3Y | +104.8% | -30.1% | +134.9% | +127.2% |
| 5Y | +27.0% | -20.7% | +47.8% | +31.8% |
| 10Y | +53.8% | +78.3% | -24.5% | +10.5% |
| All | +53.8% | +77.6% | -23.8% | +10.5% |
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