+716.4%
MMM vs FLR
+603.8%
+112.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.6% |
| 7D | -3.3% | +5.4% | -8.7% | -4.4% |
| 30D | -7.0% | +11.4% | -18.4% | -9.5% |
| 3M | +10.8% | +11.4% | -0.6% | +7.4% |
| 6M | +5.8% | +16.6% | -10.9% | +0.9% |
| YTD | +6.8% | +41.7% | -34.9% | -2.5% |
| 1Y | +10.4% | +35.4% | -25.0% | +1.3% |
| 3Y | +104.7% | +57.3% | +47.4% | +75.7% |
| 5Y | +23.6% | +241.0% | -217.4% | -12.6% |
| 10Y | +54.1% | +16.6% | +37.5% | +19.0% |
| All | +716.4% | +603.8% | +112.5% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling