+50.0%
MMM vs FGI
-74.8%
+124.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -25.2% | +24.2% | -0.8% |
| 7D | -0.4% | -14.4% | +14.0% | -0.3% |
| 30D | +12.1% | -11.8% | +23.9% | +12.2% |
| 3M | +1.4% | -46.2% | +47.7% | +1.7% |
| 6M | +26.6% | +5.2% | +21.4% | +26.0% |
| YTD | +16.8% | +10.5% | +6.3% | +15.8% |
| 1Y | +10.1% | +25.5% | -15.4% | +8.9% |
| 3Y | +158.4% | -16.0% | +174.4% | +157.0% |
| All | +50.0% | -74.8% | +124.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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