+43.4%
MMM vs FDS
-23.2%
+66.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | +12.1% | +14.8% | -2.7% | +9.0% |
| 3M | +1.4% | +16.3% | -14.9% | -2.1% |
| 6M | +26.6% | +66.2% | -39.7% | +11.0% |
| YTD | +16.8% | +16.2% | +0.6% | +13.4% |
| 1Y | +10.1% | +21.8% | -11.8% | +4.7% |
| 3Y | +158.4% | -23.9% | +182.3% | +192.3% |
| All | +43.4% | -23.2% | +66.6% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling