+45.3%
MMM vs FITB
+44.6%
+0.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | +6.2% | -1.5% | +7.7% | +7.0% |
| 30D | +14.2% | +5.8% | +8.4% | +11.7% |
| 3M | +2.9% | -6.1% | +9.0% | +5.6% |
| 6M | +27.6% | +5.9% | +21.6% | +24.2% |
| YTD | +17.3% | +16.1% | +1.2% | +9.2% |
| 1Y | +15.1% | +28.8% | -13.8% | +2.3% |
| 3Y | +157.1% | +126.0% | +31.1% | +81.8% |
| All | +45.3% | +44.6% | +0.7% | +18.0% |
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