+45.3%
MMM vs FIX
+933.9%
-888.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.2% |
| 7D | +6.2% | -17.5% | +23.7% | +8.7% |
| 30D | +14.2% | -41.6% | +55.8% | +23.7% |
| 3M | +2.9% | -40.6% | +43.5% | +10.7% |
| 6M | +27.6% | -49.4% | +76.9% | +40.2% |
| YTD | +17.3% | +9.2% | +8.1% | +8.9% |
| 1Y | +15.1% | +6.5% | +8.6% | +7.0% |
| 3Y | +157.1% | +448.7% | -291.6% | +42.1% |
| All | +45.3% | +933.9% | -888.6% | -39.4% |
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