+274.4%
MMM vs FIVE
+822.5%
-548.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | +14.2% | +17.7% | -3.5% | +11.4% |
| 3M | +2.9% | +4.0% | -1.1% | +2.1% |
| 6M | +27.6% | +2.6% | +24.9% | +26.3% |
| YTD | +17.3% | +27.6% | -10.3% | +11.8% |
| 1Y | +15.1% | +59.9% | -44.9% | +5.8% |
| 3Y | +157.1% | +35.8% | +121.3% | +132.1% |
| 5Y | +45.1% | +14.4% | +30.7% | +31.3% |
| 10Y | +83.9% | +576.1% | -492.3% | +29.5% |
| All | +274.4% | +822.5% | -548.1% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling