+164.6%
MMM vs FFIV
+102.3%
+62.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | -2.6% | -2.9% | +0.3% | -2.0% |
| 30D | +17.4% | -32.4% | +49.8% | +26.6% |
| 3M | +3.6% | -22.7% | +26.3% | +7.7% |
| 6M | +33.0% | -10.7% | +43.7% | +31.9% |
| YTD | +19.6% | +25.4% | -5.7% | +5.4% |
| 1Y | +14.0% | +34.2% | -20.1% | -2.1% |
| All | +164.6% | +102.3% | +62.4% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling