+32.9%
MMM vs FND
+4.9%
+27.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +13.7% |
| 3M | +3.6% | -14.9% | +18.5% | +4.8% |
| All | +32.9% | +4.9% | +27.9% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling