+157.1%
MMM vs FE
+42.7%
+114.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +6.2% | -1.0% | +7.2% | +6.4% |
| 30D | +14.2% | +4.1% | +10.1% | +13.3% |
| 3M | +2.9% | -1.0% | +3.9% | +3.1% |
| 6M | +27.6% | +4.0% | +23.6% | +26.5% |
| YTD | +17.3% | +6.8% | +10.4% | +15.6% |
| 1Y | +15.1% | +5.3% | +9.8% | +13.8% |
| 3Y | +157.1% | +44.6% | +112.5% | +128.8% |
| All | +157.1% | +42.7% | +114.4% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling