+802.0%
MMM vs FLR
+520.6%
+281.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.0% |
| 7D | -0.8% | +10.1% | -10.9% | -2.8% |
| 30D | +14.4% | -0.5% | +14.9% | +14.2% |
| 3M | +1.8% | -4.8% | +6.6% | +2.3% |
| 6M | +31.3% | +10.7% | +20.6% | +26.8% |
| YTD | +18.0% | +25.0% | -7.0% | +10.1% |
| 1Y | +10.9% | +8.3% | +2.6% | +6.5% |
| 3Y | +160.6% | +36.8% | +123.8% | +129.7% |
| 5Y | +44.5% | +121.8% | -77.3% | +11.9% |
| 10Y | +75.9% | +9.2% | +66.7% | +37.4% |
| All | +802.0% | +520.6% | +281.4% | +308.0% |
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