+53.8%
MMM vs FIS
-40.5%
+94.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +1.3% |
| 7D | -1.6% | -3.5% | +1.9% | -0.6% |
| 30D | -8.0% | -7.8% | -0.2% | -5.8% |
| 3M | +9.4% | +0.8% | +8.5% | +8.3% |
| 6M | +10.2% | -21.9% | +32.1% | +18.0% |
| YTD | +6.1% | -39.5% | +45.6% | +23.5% |
| 1Y | +10.8% | -41.0% | +51.8% | +29.8% |
| 3Y | +104.8% | -23.6% | +128.4% | +117.3% |
| 5Y | +27.0% | -65.6% | +92.7% | +72.7% |
| 10Y | +53.8% | -40.2% | +94.0% | +62.3% |
| All | +53.8% | -40.5% | +94.3% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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