+53.8%
MMM vs FITB
+285.0%
-231.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.6% |
| 30D | -8.0% | -4.5% | -3.5% | -6.6% |
| 3M | +9.4% | +5.7% | +3.7% | +7.2% |
| 6M | +10.2% | +17.1% | -6.9% | +4.1% |
| YTD | +6.1% | +18.3% | -12.2% | -0.6% |
| 1Y | +10.8% | +23.9% | -13.1% | +2.0% |
| 3Y | +104.8% | +131.1% | -26.3% | +52.0% |
| 5Y | +27.0% | +71.1% | -44.0% | +1.4% |
| 10Y | +53.8% | +283.9% | -230.1% | -7.8% |
| All | +53.8% | +285.0% | -231.3% | -7.8% |
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