+29.4%
MMM vs FN
+289.0%
-259.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.2% |
| 7D | -3.3% | -1.7% | -1.6% | -3.1% |
| 30D | -7.0% | -22.0% | +15.0% | -4.9% |
| 3M | +10.8% | -43.0% | +53.8% | +16.8% |
| 6M | +5.8% | -27.7% | +33.5% | +7.3% |
| YTD | +6.8% | -10.5% | +17.3% | +4.7% |
| 1Y | +10.4% | +12.5% | -2.1% | +4.2% |
| 3Y | +104.7% | +153.8% | -49.1% | +64.2% |
| All | +29.4% | +289.0% | -259.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling