+27.0%
MMM vs FITB
+71.1%
-44.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | -1.6% | +2.8% | -4.4% | -2.8% |
| 30D | -8.0% | -4.5% | -3.5% | -6.3% |
| 3M | +9.4% | +5.7% | +3.7% | +6.8% |
| 6M | +10.2% | +17.1% | -6.9% | +2.9% |
| YTD | +6.1% | +18.3% | -12.2% | -1.9% |
| 1Y | +10.8% | +23.9% | -13.1% | +0.1% |
| 3Y | +104.8% | +131.1% | -26.3% | +43.8% |
| 5Y | +27.0% | +71.1% | -44.0% | -2.4% |
| All | +27.0% | +71.1% | -44.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling