+47.2%
MMM vs FIX
+929.6%
-882.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -11.6% | +8.4% | -1.4% |
| 7D | +5.9% | -27.2% | +33.1% | +10.6% |
| 30D | +14.7% | -46.9% | +61.7% | +26.4% |
| 3M | +3.6% | -44.4% | +48.0% | +12.7% |
| 6M | +32.7% | -50.9% | +83.6% | +46.5% |
| YTD | +18.9% | +3.5% | +15.4% | +11.4% |
| 1Y | +16.4% | -2.1% | +18.5% | +9.9% |
| 3Y | +159.8% | +418.7% | -258.9% | +44.9% |
| 5Y | +47.2% | +894.6% | -847.4% | -38.1% |
| All | +47.2% | +929.6% | -882.4% | -38.1% |
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