+167.2%
MMM vs FND
-33.5%
+200.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.8% |
| 7D | +5.8% | +8.5% | -2.8% | +3.5% |
| 30D | +17.9% | +17.2% | +0.7% | +13.1% |
| 3M | +3.6% | -14.9% | +18.5% | +7.4% |
| 6M | +32.9% | +3.1% | +29.8% | +30.0% |
| YTD | +19.5% | -12.4% | +31.9% | +21.6% |
| 1Y | +16.5% | -10.0% | +26.6% | +17.5% |
| 3Y | +167.2% | -31.3% | +198.5% | +162.6% |
| All | +167.2% | -33.5% | +200.6% | +162.6% |
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