+55.0%
MMM vs FLEX
+1,001.7%
-946.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -7.0% | -10.1% | +3.1% | -5.1% |
| 3M | +10.8% | -31.3% | +42.2% | +18.6% |
| 6M | +5.8% | +71.3% | -65.5% | -11.0% |
| YTD | +6.8% | +81.2% | -74.5% | -12.1% |
| 1Y | +10.4% | +98.5% | -88.1% | -12.0% |
| 3Y | +104.7% | +428.2% | -323.6% | +22.8% |
| 5Y | +23.6% | +657.3% | -633.7% | -33.8% |
| All | +55.0% | +1,001.7% | -946.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling