+57.2%
MMM vs FND
+68.8%
-11.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -2.6% | -4.4% | +1.8% | -1.7% |
| 30D | +17.4% | +14.5% | +2.9% | +14.1% |
| 3M | +3.6% | -15.6% | +19.2% | +7.0% |
| 6M | +33.0% | +4.7% | +28.3% | +30.5% |
| YTD | +19.6% | -16.1% | +35.8% | +22.3% |
| 1Y | +14.0% | -16.0% | +30.1% | +16.4% |
| 3Y | +164.3% | -35.5% | +199.8% | +177.0% |
| 5Y | +49.3% | -60.5% | +109.8% | +65.3% |
| All | +57.2% | +68.8% | -11.6% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling