+29.4%
MMM vs FIX
+2,061.9%
-2,032.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -3.3% | +6.0% | -9.3% | -4.4% |
| 30D | -7.0% | -7.2% | +0.2% | -5.9% |
| 3M | +10.8% | -15.9% | +26.7% | +13.4% |
| 6M | +5.8% | +12.7% | -7.0% | +1.2% |
| YTD | +6.8% | +72.8% | -66.0% | -7.1% |
| 1Y | +10.4% | +122.9% | -112.5% | -10.7% |
| 3Y | +104.7% | +774.3% | -669.6% | +5.8% |
| All | +29.4% | +2,061.9% | -2,032.5% | -53.5% |
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 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