+75.6%
MMM vs FE
+126.1%
-50.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | +11.7% | +4.5% | +7.1% | +10.2% |
| 3M | +1.0% | +1.3% | -0.3% | +0.5% |
| 6M | +26.0% | +8.7% | +17.4% | +22.8% |
| YTD | +16.3% | +9.2% | +7.1% | +13.0% |
| 1Y | +9.6% | +7.0% | +2.7% | +7.1% |
| 3Y | +157.3% | +51.4% | +105.9% | +123.6% |
| 5Y | +42.5% | +47.7% | -5.2% | +24.3% |
| All | +75.6% | +126.1% | -50.5% | +42.6% |
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