+29.4%
MMM vs FFIV
+91.3%
-61.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -3.3% | -1.0% | -2.4% | -3.1% |
| 30D | -7.0% | -5.1% | -2.0% | -5.6% |
| 3M | +10.8% | -4.5% | +15.3% | +11.7% |
| 6M | +5.8% | +36.5% | -30.7% | -6.3% |
| YTD | +6.8% | +53.0% | -46.2% | -10.0% |
| 1Y | +10.4% | +24.2% | -13.8% | 0.0% |
| 3Y | +104.7% | +137.2% | -32.5% | +43.3% |
| All | +29.4% | +91.3% | -61.9% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling