+76.3%
MMM vs FLR
+7.4%
+69.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -0.4% | +5.4% | -5.8% | -1.2% |
| 30D | +12.1% | +2.8% | +9.3% | +11.5% |
| 3M | +1.4% | -6.4% | +7.8% | +2.1% |
| 6M | +26.6% | +8.8% | +17.8% | +23.9% |
| YTD | +16.8% | +23.6% | -6.8% | +11.5% |
| 1Y | +10.1% | +13.8% | -3.7% | +6.3% |
| 3Y | +158.4% | +36.5% | +121.9% | +137.1% |
| 5Y | +43.1% | +119.3% | -76.3% | +21.3% |
| All | +76.3% | +7.4% | +69.0% | +70.5% |
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