+158.4%
MMM vs FITB
+144.0%
+14.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -0.4% | +2.8% | -3.1% | -1.7% |
| 30D | +12.1% | +9.8% | +2.4% | +7.5% |
| 3M | +1.4% | -5.2% | +6.6% | +3.9% |
| 6M | +26.6% | +17.3% | +9.3% | +17.1% |
| YTD | +16.8% | +19.3% | -2.5% | +6.0% |
| 1Y | +10.1% | +32.7% | -22.6% | -5.6% |
| 3Y | +158.4% | +141.6% | +16.8% | +81.8% |
| All | +158.4% | +144.0% | +14.4% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling