+37.1%
MMM vs FGI
-70.4%
+107.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | +0.1% |
| 7D | -3.3% | +0.5% | -3.9% | -3.3% |
| 30D | -7.0% | +65.4% | -72.4% | -7.6% |
| 3M | +10.8% | +23.5% | -12.7% | +10.3% |
| 6M | +5.8% | +60.5% | -54.8% | +4.7% |
| YTD | +6.8% | +30.0% | -23.2% | +5.8% |
| 1Y | +10.4% | +82.1% | -71.7% | +8.9% |
| 3Y | +104.7% | -4.4% | +109.1% | +103.6% |
| All | +37.1% | -70.4% | +107.5% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling