+78.1%
MMM vs FIVE
+505.3%
-427.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -0.8% | +2.4% | -3.3% | -1.3% |
| 30D | +14.4% | +15.8% | -1.4% | +11.5% |
| 3M | +1.8% | +3.8% | -2.0% | +0.9% |
| 6M | +31.3% | +18.5% | +12.8% | +26.5% |
| YTD | +18.0% | +31.2% | -13.2% | +11.1% |
| 1Y | +10.9% | +61.8% | -50.9% | +0.5% |
| 3Y | +160.6% | +39.9% | +120.7% | +131.2% |
| 5Y | +44.5% | +18.3% | +26.2% | +28.5% |
| All | +78.1% | +505.3% | -427.3% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling