+3,118.4%
MMM vs FISV
+12,783.2%
-9,664.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.4% |
| 30D | +14.4% | +31.8% | -17.4% | +7.3% |
| 3M | +1.8% | +19.3% | -17.5% | -2.7% |
| 6M | +31.3% | +12.1% | +19.2% | +26.5% |
| YTD | +18.0% | -8.4% | +26.4% | +18.4% |
| 1Y | +10.9% | -4.5% | +15.3% | +10.1% |
| 3Y | +160.6% | -49.4% | +210.0% | +184.5% |
| 5Y | +44.5% | -39.0% | +83.5% | +49.9% |
| 10Y | +75.9% | +22.3% | +53.5% | +54.6% |
| All | +3,118.4% | +12,783.2% | -9,664.8% | +1,400.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling