+2,812.9%
MMM vs FISV
+11,002.6%
-8,189.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -7.0% | -2.1% | -5.0% | -6.7% |
| 3M | +10.8% | -5.7% | +16.6% | +11.7% |
| 6M | +5.8% | -15.3% | +21.1% | +8.7% |
| YTD | +6.8% | -21.1% | +27.9% | +11.2% |
| 1Y | +10.4% | -61.1% | +71.5% | +30.3% |
| 3Y | +104.7% | -56.8% | +161.5% | +132.5% |
| 5Y | +23.6% | -54.2% | +77.7% | +37.0% |
| 10Y | +54.1% | +1.6% | +52.5% | +41.7% |
| All | +2,812.9% | +11,002.6% | -8,189.7% | +1,309.1% |
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