+160.8%
MMM vs FN
+80.0%
+80.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.1% | -2.0% |
| 7D | +5.9% | -16.0% | +21.8% | +7.1% |
| 30D | +14.7% | -40.1% | +54.9% | +19.4% |
| 3M | +3.6% | -43.9% | +47.5% | +7.8% |
| 6M | +32.7% | -55.6% | +88.4% | +40.2% |
| YTD | +18.9% | -35.7% | +54.6% | +19.3% |
| 1Y | +16.4% | -39.8% | +56.2% | +17.2% |
| All | +160.8% | +80.0% | +80.7% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling