+83.0%
MMM vs FN
+837.6%
-754.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.9% | -10.0% | +0.3% |
| 7D | +5.8% | +16.3% | -10.5% | +3.1% |
| 30D | +17.9% | -24.7% | +42.7% | +21.6% |
| 3M | +3.6% | -34.9% | +38.5% | +8.2% |
| 6M | +32.9% | -41.1% | +74.0% | +39.0% |
| YTD | +19.5% | -19.6% | +39.1% | +17.0% |
| 1Y | +16.5% | -18.5% | +35.1% | +13.2% |
| 3Y | +167.2% | +119.1% | +48.0% | +107.0% |
| 5Y | +48.2% | +206.9% | -158.7% | +4.2% |
| 10Y | +83.0% | +826.4% | -743.4% | +3.4% |
| All | +83.0% | +837.6% | -754.6% | +3.4% |
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