+106.6%
MMM vs FITB
+132.2%
-25.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.6% |
| 30D | -7.0% | -4.7% | -2.3% | -5.0% |
| 3M | +10.8% | +6.7% | +4.1% | +7.4% |
| 6M | +5.8% | +12.6% | -6.8% | -0.2% |
| YTD | +6.8% | +19.1% | -12.3% | -2.7% |
| 1Y | +10.4% | +22.6% | -12.3% | -1.1% |
| All | +106.6% | +132.2% | -25.6% | +41.1% |
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