+10.4%
MMM vs FND
-36.4%
+46.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -3.3% | -5.2% | +1.9% | -2.1% |
| 30D | -7.0% | -19.9% | +12.9% | -2.2% |
| 3M | +10.8% | +2.7% | +8.1% | +9.2% |
| 6M | +5.8% | -21.7% | +27.4% | +12.2% |
| YTD | +6.8% | -17.5% | +24.3% | +12.2% |
| 1Y | +10.4% | -39.3% | +49.7% | +25.4% |
| All | +10.4% | -36.4% | +46.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling