+48.2%
MMM vs FLR
+116.5%
-68.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.4% | +0.4% |
| 7D | +5.8% | +8.5% | -2.8% | +4.1% |
| 30D | +17.9% | -0.7% | +18.6% | +17.8% |
| 3M | +3.6% | -11.7% | +15.3% | +5.5% |
| 6M | +32.9% | +16.2% | +16.7% | +27.4% |
| YTD | +19.5% | +27.0% | -7.5% | +11.5% |
| 1Y | +16.5% | +10.1% | +6.5% | +11.8% |
| 3Y | +167.2% | +46.2% | +121.0% | +130.0% |
| 5Y | +48.2% | +121.4% | -73.2% | +18.5% |
| All | +48.2% | +116.5% | -68.2% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling