+53.6%
MMM vs FGI
-68.3%
+121.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.1% | -0.3% |
| 7D | -2.6% | +6.9% | -9.5% | -2.6% |
| 30D | +17.4% | +3.9% | +13.5% | +17.4% |
| 3M | +3.6% | +74.3% | -70.7% | +2.9% |
| 6M | +33.0% | +28.9% | +4.1% | +32.3% |
| YTD | +19.6% | +39.1% | -19.5% | +18.4% |
| 1Y | +14.0% | +49.3% | -35.3% | +12.7% |
| 3Y | +164.3% | +5.7% | +158.6% | +162.6% |
| All | +53.6% | -68.3% | +121.9% | +53.9% |
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