+79.6%
MMM vs FIVE
+562.8%
-483.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | +7.3% | -0.4% | +5.7% |
| 30D | +18.4% | +18.1% | +0.3% | +15.0% |
| 3M | +4.5% | +7.7% | -3.2% | +2.9% |
| 6M | +33.4% | +13.6% | +19.8% | +29.5% |
| YTD | +20.0% | +34.6% | -14.6% | +12.5% |
| 1Y | +15.0% | +66.2% | -51.2% | +3.7% |
| 3Y | +165.0% | +43.5% | +121.5% | +134.0% |
| 5Y | +47.9% | +20.7% | +27.3% | +31.2% |
| 10Y | +79.6% | +541.5% | -461.8% | +27.9% |
| All | +79.6% | +562.8% | -483.1% | +27.9% |
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