+57.6%
MMM vs FND
+70.0%
-12.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.1% |
| 7D | +7.0% | +6.8% | +0.1% | +5.5% |
| 30D | +18.4% | +13.1% | +5.3% | +15.3% |
| 3M | +4.5% | -13.1% | +17.5% | +7.3% |
| 6M | +33.4% | -0.6% | +34.0% | +32.2% |
| YTD | +20.0% | -15.5% | +35.5% | +22.4% |
| 1Y | +15.0% | -13.7% | +28.7% | +16.7% |
| 3Y | +165.0% | -35.0% | +200.0% | +177.3% |
| 5Y | +47.9% | -60.1% | +108.0% | +63.3% |
| All | +57.6% | +70.0% | -12.5% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling