+2,812.9%
MMM vs FITB
+2,855.6%
-42.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -7.0% | -4.7% | -2.3% | -6.1% |
| 3M | +10.8% | +6.7% | +4.1% | +9.3% |
| 6M | +5.8% | +12.6% | -6.8% | +3.1% |
| YTD | +6.8% | +19.1% | -12.3% | +2.7% |
| 1Y | +10.4% | +22.6% | -12.3% | +5.4% |
| 3Y | +104.7% | +127.1% | -22.4% | +72.1% |
| 5Y | +23.6% | +71.8% | -48.3% | +8.5% |
| 10Y | +54.1% | +287.2% | -233.1% | +11.1% |
| All | +2,812.9% | +2,855.6% | -42.7% | +1,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling