+29.4%
MMM vs FIVE
+31.2%
-1.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.6% |
| 7D | -3.3% | +4.3% | -7.6% | -4.0% |
| 30D | -7.0% | +12.5% | -19.5% | -8.8% |
| 3M | +10.8% | +31.2% | -20.4% | +5.9% |
| 6M | +5.8% | +14.4% | -8.6% | +2.8% |
| YTD | +6.8% | +33.9% | -27.1% | +1.0% |
| 1Y | +10.4% | +65.1% | -54.7% | +0.6% |
| 3Y | +104.7% | +49.0% | +55.7% | +81.8% |
| All | +29.4% | +31.2% | -1.8% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling