+157.1%
MMM vs FIX
+448.6%
-291.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.0% |
| 7D | +6.2% | -17.5% | +23.7% | +7.9% |
| 30D | +14.2% | -41.6% | +55.8% | +21.3% |
| 3M | +2.9% | -40.6% | +43.5% | +8.7% |
| 6M | +27.6% | -49.4% | +76.9% | +37.1% |
| YTD | +17.3% | +9.2% | +8.1% | +10.5% |
| 1Y | +15.1% | +6.5% | +8.6% | +8.5% |
| 3Y | +157.1% | +448.7% | -291.6% | +63.3% |
| All | +157.1% | +448.6% | -291.5% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling