+160.8%
MMM vs FE
+44.7%
+116.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | +14.7% | +6.4% | +8.3% | +13.3% |
| 3M | +3.6% | -0.5% | +4.0% | +3.6% |
| 6M | +32.7% | +4.7% | +28.0% | +31.4% |
| YTD | +18.9% | +8.4% | +10.6% | +16.9% |
| 1Y | +16.4% | +7.2% | +9.2% | +14.6% |
| All | +160.8% | +44.7% | +116.0% | +131.3% |
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