+10.4%
MMM vs FIVE
+66.7%
-56.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.4% |
| 7D | -3.3% | +4.3% | -7.6% | -3.7% |
| 30D | -7.0% | +12.5% | -19.5% | -8.1% |
| 3M | +10.8% | +31.2% | -20.4% | +7.9% |
| 6M | +5.8% | +14.4% | -8.6% | +4.3% |
| YTD | +6.8% | +33.9% | -27.1% | +3.0% |
| 1Y | +10.4% | +65.1% | -54.7% | +3.1% |
| All | +10.4% | +66.7% | -56.3% | +3.1% |
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