+83.0%
MMM vs FITB
+247.7%
-164.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | +5.8% | -1.1% | +6.9% | +6.2% |
| 30D | +17.9% | +7.3% | +10.6% | +15.1% |
| 3M | +3.6% | -4.0% | +7.6% | +5.0% |
| 6M | +32.9% | +11.9% | +21.0% | +27.6% |
| YTD | +19.5% | +19.0% | +0.5% | +11.8% |
| 1Y | +16.5% | +31.0% | -14.5% | +5.3% |
| 3Y | +167.2% | +143.8% | +23.4% | +95.0% |
| 5Y | +48.2% | +48.9% | -0.7% | +23.6% |
| 10Y | +83.0% | +236.6% | -153.6% | +14.2% |
| All | +83.0% | +247.7% | -164.7% | +14.2% |
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