+54.4%
MMM vs FIX
+5,813.3%
-5,758.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -3.3% | +6.0% | -9.3% | -4.7% |
| 30D | -7.0% | -7.2% | +0.2% | -5.6% |
| 3M | +10.8% | -15.9% | +26.7% | +13.9% |
| 6M | +5.8% | +12.7% | -7.0% | +0.2% |
| YTD | +6.8% | +72.8% | -66.0% | -10.0% |
| 1Y | +10.4% | +122.9% | -112.5% | -14.5% |
| 3Y | +104.7% | +774.3% | -669.6% | -1.2% |
| 5Y | +23.6% | +2,049.5% | -2,025.9% | -56.0% |
| All | +54.4% | +5,813.3% | -5,758.8% | -57.5% |
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