+1,270.6%
MMM vs FDS
+9,502.8%
-8,232.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.9% |
| 7D | -3.3% | -1.9% | -1.4% | -3.0% |
| 30D | -7.0% | +9.0% | -16.0% | -8.9% |
| 3M | +10.8% | +18.9% | -8.0% | +5.9% |
| 6M | +5.8% | +35.1% | -29.4% | -2.7% |
| YTD | +6.8% | +5.5% | +1.3% | +3.3% |
| 1Y | +10.4% | -16.8% | +27.2% | +12.2% |
| 3Y | +104.7% | -28.1% | +132.7% | +114.3% |
| 5Y | +23.6% | -17.4% | +41.0% | +24.7% |
| 10Y | +54.1% | +85.4% | -31.3% | +29.4% |
| All | +1,270.6% | +9,502.8% | -8,232.2% | +626.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling