+44.5%
MMM vs FISV
-38.6%
+83.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.6% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | +14.4% | +31.8% | -17.4% | +8.1% |
| 3M | +1.8% | +19.3% | -17.5% | -2.1% |
| 6M | +31.3% | +12.1% | +19.2% | +27.2% |
| YTD | +18.0% | -8.4% | +26.4% | +18.8% |
| 1Y | +10.9% | -4.5% | +15.3% | +10.5% |
| 3Y | +160.6% | -49.4% | +210.0% | +170.2% |
| 5Y | +44.5% | -39.0% | +83.5% | +37.3% |
| All | +44.5% | -38.6% | +83.1% | +37.3% |
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