+45.3%
MMM vs FND
-61.6%
+106.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | +7.7% | -1.5% | +4.4% |
| 30D | +14.2% | +11.9% | +2.4% | +11.1% |
| 3M | +2.9% | -14.6% | +17.5% | +6.4% |
| 6M | +27.6% | +0.5% | +27.1% | +25.8% |
| YTD | +17.3% | -15.8% | +33.1% | +20.2% |
| 1Y | +15.1% | -12.9% | +28.0% | +16.8% |
| 3Y | +157.1% | -34.2% | +191.3% | +168.5% |
| All | +45.3% | -61.6% | +106.9% | +55.3% |
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