+279.7%
MMM vs FIVE
+826.1%
-546.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.5% |
| 7D | +5.9% | -1.7% | +7.6% | +6.2% |
| 30D | +14.7% | +14.9% | -0.2% | +12.3% |
| 3M | +3.6% | +7.6% | -4.1% | +2.2% |
| 6M | +32.7% | +6.4% | +26.3% | +30.6% |
| YTD | +18.9% | +28.1% | -9.1% | +13.3% |
| 1Y | +16.4% | +54.7% | -38.3% | +7.5% |
| 3Y | +159.8% | +36.1% | +123.8% | +134.4% |
| 5Y | +47.2% | +14.9% | +32.3% | +33.0% |
| 10Y | +86.5% | +578.8% | -492.4% | +31.2% |
| All | +279.7% | +826.1% | -546.5% | +158.7% |
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