+27.0%
MMM vs FND
-61.9%
+88.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +9.4% | +4.3% | +5.0% | +7.4% |
| 6M | +10.2% | -20.3% | +30.5% | +14.8% |
| YTD | +6.1% | -21.3% | +27.4% | +10.7% |
| 1Y | +10.8% | -45.4% | +56.2% | +25.4% |
| 3Y | +104.8% | -48.9% | +153.7% | +126.4% |
| 5Y | +27.0% | -61.0% | +88.1% | +36.1% |
| All | +27.0% | -61.9% | +88.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling