+157.1%
MMM vs FITB
+123.2%
+33.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +6.2% | -1.5% | +7.7% | +7.1% |
| 30D | +14.2% | +5.8% | +8.4% | +11.4% |
| 3M | +2.9% | -6.1% | +9.0% | +5.9% |
| 6M | +27.6% | +5.9% | +21.6% | +23.8% |
| YTD | +17.3% | +16.1% | +1.2% | +7.9% |
| 1Y | +15.1% | +28.8% | -13.8% | +0.2% |
| 3Y | +157.1% | +126.0% | +31.1% | +83.2% |
| All | +157.1% | +123.2% | +33.9% | +83.2% |
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 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