+770.3%
MMM vs FIX
+12,471.5%
-11,701.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -3.3% | +6.0% | -9.3% | -4.2% |
| 30D | -7.0% | -7.2% | +0.2% | -6.1% |
| 3M | +10.8% | -15.9% | +26.7% | +13.0% |
| 6M | +5.8% | +12.7% | -7.0% | +2.3% |
| YTD | +6.8% | +72.8% | -66.0% | -4.1% |
| 1Y | +10.4% | +122.9% | -112.5% | -5.7% |
| 3Y | +104.7% | +774.3% | -669.6% | +35.1% |
| 5Y | +23.6% | +2,049.5% | -2,025.9% | -30.0% |
| 10Y | +54.1% | +5,821.5% | -5,767.3% | -26.8% |
| All | +770.3% | +12,471.5% | -11,701.2% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling