+869.4%
MMM vs FIX
+7,433.0%
-6,563.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.5% |
| 3M | +3.6% | -44.4% | +48.0% | +12.1% |
| 6M | +32.7% | -50.9% | +83.6% | +45.4% |
| YTD | +18.9% | +3.5% | +15.4% | +14.5% |
| 1Y | +16.4% | -2.1% | +18.5% | +12.7% |
| 3Y | +159.8% | +418.7% | -258.9% | +84.4% |
| 5Y | +47.2% | +894.6% | -847.4% | -6.9% |
| 10Y | +86.5% | +3,465.5% | -3,379.0% | -4.9% |
| All | +869.4% | +7,433.0% | -6,563.6% | +294.9% |
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