+54.7%
MMM vs FLR
+17.1%
+37.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.1% |
| 30D | -9.3% | +4.9% | -14.2% | -10.0% |
| 3M | +5.6% | +10.8% | -5.2% | +3.4% |
| 6M | +9.5% | +19.7% | -10.2% | +5.5% |
| YTD | +4.1% | +38.4% | -34.2% | -2.0% |
| 1Y | +9.4% | +34.7% | -25.3% | +3.1% |
| 3Y | +101.0% | +56.7% | +44.3% | +81.2% |
| 5Y | +26.1% | +241.6% | -215.5% | +0.9% |
| 10Y | +54.7% | +20.2% | +34.5% | +42.8% |
| All | +54.7% | +17.1% | +37.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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