+23.0%
MMM vs FIVE
+63.3%
-40.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.7% | +2.8% | +8.7% |
| 7D | +12.2% | +7.5% | +4.8% | +11.3% |
| 30D | +18.8% | +16.7% | +2.1% | +17.1% |
| 3M | +7.4% | +13.4% | -6.0% | +5.9% |
| 6M | +38.3% | +9.0% | +29.3% | +37.0% |
| YTD | +22.9% | +33.8% | -10.9% | +18.6% |
| 1Y | +23.0% | +61.2% | -38.2% | +16.4% |
| All | +23.0% | +63.3% | -40.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling