+48.2%
MMM vs FIX
+1,049.0%
-1,000.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +0.4% |
| 7D | +5.8% | -7.2% | +13.0% | +6.2% |
| 30D | +17.9% | -35.1% | +53.0% | +25.6% |
| 3M | +3.6% | -34.3% | +37.9% | +9.6% |
| 6M | +32.9% | -42.9% | +75.8% | +43.1% |
| YTD | +19.5% | +19.5% | 0.0% | +9.4% |
| 1Y | +16.5% | +16.8% | -0.2% | +6.7% |
| 3Y | +167.2% | +506.7% | -339.6% | +45.0% |
| 5Y | +48.2% | +1,046.7% | -998.5% | -39.1% |
| All | +48.2% | +1,049.0% | -1,000.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling