+78.4%
MMM vs FIX
+3,814.3%
-3,735.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.3% | -1.4% |
| 7D | -2.6% | +6.4% | -9.1% | -4.2% |
| 30D | +17.4% | -29.1% | +46.5% | +25.1% |
| 3M | +3.6% | -31.1% | +34.7% | +10.6% |
| 6M | +33.0% | -42.8% | +75.8% | +46.8% |
| YTD | +19.6% | +24.6% | -5.0% | +6.4% |
| 1Y | +14.0% | +21.9% | -7.9% | +1.5% |
| 3Y | +164.3% | +524.9% | -360.6% | +33.7% |
| 5Y | +49.3% | +1,092.2% | -1,042.9% | -40.4% |
| 10Y | +78.4% | +3,759.0% | -3,680.7% | -49.8% |
| All | +78.4% | +3,814.3% | -3,735.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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