+79.6%
MMM vs FE
+110.9%
-31.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +7.0% | -0.5% | +7.5% | +7.1% |
| 30D | +18.4% | +4.3% | +14.1% | +16.9% |
| 3M | +4.5% | +0.4% | +4.1% | +4.3% |
| 6M | +33.4% | +6.9% | +26.5% | +30.6% |
| YTD | +20.0% | +8.0% | +11.9% | +16.9% |
| 1Y | +15.0% | +4.8% | +10.2% | +13.0% |
| 3Y | +165.0% | +49.0% | +116.0% | +131.5% |
| 5Y | +47.9% | +46.2% | +1.7% | +29.4% |
| 10Y | +79.6% | +120.9% | -41.2% | +46.5% |
| All | +79.6% | +110.9% | -31.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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