+80.3%
MMM vs FN
+753.0%
-672.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -2.9% |
| 7D | +6.2% | 0.0% | +6.2% | +5.6% |
| 30D | +14.2% | -34.3% | +48.5% | +20.0% |
| 3M | +2.9% | -39.9% | +42.8% | +8.6% |
| 6M | +27.6% | -51.8% | +79.4% | +37.3% |
| YTD | +17.3% | -28.1% | +45.4% | +16.6% |
| 1Y | +15.1% | -29.1% | +44.2% | +14.0% |
| 3Y | +157.1% | +102.4% | +54.7% | +101.0% |
| 5Y | +45.1% | +171.7% | -126.5% | +3.8% |
| All | +80.3% | +753.0% | -672.7% | +3.2% |
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