+26.1%
MMM vs FISV
-58.4%
+84.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.5% | -1.0% |
| 7D | -2.6% | -6.4% | +3.8% | -1.3% |
| 30D | -9.3% | -6.8% | -2.5% | -8.1% |
| 3M | +5.6% | -10.0% | +15.5% | +7.3% |
| 6M | +9.5% | -20.6% | +30.1% | +13.8% |
| YTD | +4.1% | -27.6% | +31.7% | +10.2% |
| 1Y | +9.4% | -64.3% | +73.7% | +32.2% |
| 3Y | +101.0% | -60.0% | +161.0% | +120.7% |
| 5Y | +26.1% | -57.7% | +83.8% | +33.3% |
| All | +26.1% | -58.4% | +84.5% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling