+104.8%
MMM vs FISV
-58.7%
+163.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -8.0% | -3.0% | -5.1% | -7.7% |
| 3M | +9.4% | -3.5% | +12.9% | +9.6% |
| 6M | +10.2% | -19.4% | +29.6% | +13.3% |
| YTD | +6.1% | -24.3% | +30.4% | +9.9% |
| 1Y | +10.8% | -62.4% | +73.2% | +26.9% |
| 3Y | +104.8% | -58.2% | +163.0% | +77.2% |
| All | +104.8% | -58.7% | +163.5% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 3y: compounded portfolio wealth divided by compounded FISV 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…
3y analysis · Full analysis span regression · 6 months rolling