+104.8%
MMM vs FND
-49.6%
+154.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.5% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -8.0% | -23.6% | +15.6% | -1.8% |
| 3M | +9.4% | +4.3% | +5.0% | +7.2% |
| 6M | +10.2% | -20.3% | +30.5% | +15.2% |
| YTD | +6.1% | -21.3% | +27.4% | +11.1% |
| 1Y | +10.8% | -45.4% | +56.2% | +26.9% |
| 3Y | +104.8% | -48.9% | +153.7% | +117.5% |
| All | +104.8% | -49.6% | +154.3% | +117.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling