+78.8%
MMM vs FLR
+8.6%
+70.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +7.0% | +5.1% | +1.9% | +6.1% |
| 30D | +18.4% | -0.5% | +18.9% | +18.3% |
| 3M | +4.5% | -3.5% | +7.9% | +4.7% |
| 6M | +33.4% | +16.5% | +17.0% | +29.3% |
| YTD | +20.0% | +27.3% | -7.3% | +14.0% |
| 1Y | +15.0% | +10.6% | +4.4% | +11.5% |
| 3Y | +165.0% | +39.4% | +125.6% | +142.4% |
| 5Y | +47.9% | +126.4% | -78.5% | +24.9% |
| All | +78.8% | +8.6% | +70.2% | +72.9% |
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