+80.3%
MMM vs FE
+107.4%
-27.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | +14.2% | +5.2% | +9.0% | +12.6% |
| 3M | +2.9% | 0.0% | +2.9% | +2.9% |
| 6M | +27.6% | +5.0% | +22.5% | +25.5% |
| YTD | +17.3% | +7.9% | +9.4% | +14.4% |
| 1Y | +15.1% | +6.3% | +8.7% | +12.6% |
| 3Y | +157.1% | +46.0% | +111.1% | +126.3% |
| 5Y | +45.1% | +45.6% | -0.5% | +27.3% |
| All | +80.3% | +107.4% | -27.0% | +47.2% |
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