+80.3%
MMM vs FFIV
+126.1%
-45.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +6.2% | -8.1% | +14.3% | +9.0% |
| 30D | +14.2% | -33.4% | +47.6% | +28.4% |
| 3M | +2.9% | -24.7% | +27.7% | +10.5% |
| 6M | +27.6% | -8.8% | +36.4% | +27.2% |
| YTD | +17.3% | +21.8% | -4.5% | +3.9% |
| 1Y | +15.1% | +25.3% | -10.2% | +0.8% |
| 3Y | +157.1% | +101.2% | +56.0% | +85.0% |
| 5Y | +45.1% | +40.2% | +4.9% | +16.2% |
| All | +80.3% | +126.1% | -45.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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