+78.4%
MMM vs FN
+850.1%
-771.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.9% | -6.1% | -1.0% |
| 7D | -2.6% | +8.0% | -10.6% | -3.9% |
| 30D | +17.4% | -19.1% | +36.5% | +19.8% |
| 3M | +3.6% | -29.8% | +33.4% | +7.0% |
| 6M | +33.0% | -43.2% | +76.2% | +39.9% |
| YTD | +19.6% | -18.9% | +38.6% | +16.9% |
| 1Y | +14.0% | -17.9% | +31.9% | +10.6% |
| 3Y | +164.3% | +120.1% | +44.2% | +104.5% |
| 5Y | +49.3% | +206.7% | -157.3% | +5.0% |
| 10Y | +78.4% | +804.7% | -726.3% | +0.1% |
| All | +78.4% | +850.1% | -771.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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