+36.8%
MMM vs FND
+57.3%
-20.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -2.6% | -0.8% | -1.8% | -2.5% |
| 30D | -9.3% | -19.6% | +10.3% | -5.2% |
| 3M | +5.6% | -4.3% | +9.9% | +5.9% |
| 6M | +9.5% | -20.4% | +29.9% | +13.4% |
| YTD | +4.1% | -21.9% | +26.0% | +8.2% |
| 1Y | +9.4% | -45.2% | +54.6% | +21.7% |
| 3Y | +101.0% | -49.2% | +150.2% | +120.8% |
| 5Y | +26.1% | -61.8% | +87.9% | +40.6% |
| All | +36.8% | +57.3% | -20.5% | +16.8% |
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