+861.2%
MMM vs FFIV
+7,518.9%
-6,657.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -3.3% | -1.0% | -2.4% | -3.2% |
| 30D | -7.0% | -5.1% | -2.0% | -6.6% |
| 3M | +10.8% | -4.5% | +15.3% | +11.2% |
| 6M | +5.8% | +36.5% | -30.7% | +2.1% |
| YTD | +6.8% | +53.0% | -46.2% | +1.7% |
| 1Y | +10.4% | +24.2% | -13.8% | +7.3% |
| 3Y | +104.7% | +137.2% | -32.5% | +85.9% |
| 5Y | +23.6% | +91.8% | -68.2% | +14.1% |
| 10Y | +54.1% | +215.2% | -161.1% | +35.2% |
| All | +861.2% | +7,518.9% | -6,657.7% | +598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling