+26.1%
MMM vs FITB
+70.3%
-44.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -9.3% | -5.1% | -4.1% | -7.4% |
| 3M | +5.6% | +3.5% | +2.0% | +3.9% |
| 6M | +9.5% | +17.2% | -7.8% | +2.1% |
| YTD | +4.1% | +17.6% | -13.5% | -3.5% |
| 1Y | +9.4% | +23.4% | -14.0% | -1.0% |
| 3Y | +101.0% | +129.7% | -28.8% | +41.5% |
| 5Y | +26.1% | +68.4% | -42.3% | -2.6% |
| All | +26.1% | +70.3% | -44.1% | -2.6% |
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