+945.9%
MMM vs FE
+566.1%
+379.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +5.9% | +0.6% | +5.3% | +5.7% |
| 30D | +14.7% | +6.4% | +8.3% | +12.6% |
| 3M | +3.6% | -0.5% | +4.0% | +3.7% |
| 6M | +32.7% | +4.7% | +28.0% | +30.6% |
| YTD | +18.9% | +8.4% | +10.6% | +15.7% |
| 1Y | +16.4% | +7.2% | +9.2% | +13.5% |
| 3Y | +159.8% | +44.9% | +114.9% | +128.8% |
| 5Y | +47.2% | +46.3% | +0.9% | +28.5% |
| 10Y | +86.5% | +110.3% | -23.8% | +39.5% |
| All | +945.9% | +566.1% | +379.8% | +383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling