+78.4%
MMM vs FITB
+226.2%
-147.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +17.4% | +7.0% | +10.4% | +14.7% |
| 3M | +3.6% | -4.8% | +8.4% | +5.4% |
| 6M | +33.0% | +13.5% | +19.5% | +27.1% |
| YTD | +19.6% | +19.1% | +0.6% | +11.9% |
| 1Y | +14.0% | +30.8% | -16.7% | +3.1% |
| 3Y | +164.3% | +141.6% | +22.7% | +93.5% |
| 5Y | +49.3% | +48.3% | +1.1% | +24.7% |
| 10Y | +78.4% | +215.9% | -137.6% | +14.0% |
| All | +78.4% | +226.2% | -147.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling