+29.4%
MMM vs FICO
+99.8%
-70.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +2.4% |
| 7D | -3.3% | -19.2% | +15.9% | -0.8% |
| 30D | -7.0% | -14.6% | +7.6% | -5.4% |
| 3M | +10.8% | -20.1% | +30.9% | +13.2% |
| 6M | +5.8% | -36.3% | +42.1% | +11.0% |
| YTD | +6.8% | -44.9% | +51.6% | +14.5% |
| 1Y | +10.4% | -38.6% | +49.0% | +15.5% |
| 3Y | +104.7% | +4.0% | +100.7% | +95.9% |
| All | +29.4% | +99.8% | -70.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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