+104.8%
MMM vs FLR
+60.4%
+44.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -8.0% | -0.7% | -7.3% | -8.0% |
| 3M | +9.4% | +14.3% | -5.0% | +5.8% |
| 6M | +10.2% | +25.6% | -15.4% | +3.8% |
| YTD | +6.1% | +42.9% | -36.8% | -3.2% |
| 1Y | +10.8% | +38.7% | -28.0% | +1.2% |
| 3Y | +104.8% | +61.8% | +43.0% | +63.6% |
| All | +104.8% | +60.4% | +44.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling