+78.4%
MMM vs FE
+120.9%
-42.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | +17.4% | +3.6% | +13.8% | +16.2% |
| 3M | +3.6% | +0.3% | +3.3% | +3.5% |
| 6M | +33.0% | +6.4% | +26.6% | +30.4% |
| YTD | +19.6% | +8.1% | +11.5% | +16.5% |
| 1Y | +14.0% | +4.6% | +9.5% | +12.1% |
| 3Y | +164.3% | +49.1% | +115.2% | +130.8% |
| 5Y | +49.3% | +46.1% | +3.2% | +30.7% |
| 10Y | +78.4% | +122.7% | -44.4% | +45.4% |
| All | +78.4% | +120.9% | -42.6% | +45.4% |
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