+13.7%
MMM vs FPS
-25.1%
+38.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.0% | -8.4% | -1.6% |
| 7D | +6.2% | -24.5% | +30.7% | +6.6% |
| 30D | +14.2% | -52.1% | +66.3% | +17.4% |
| 3M | +2.9% | -48.4% | +51.3% | +4.7% |
| 6M | +27.6% | -54.4% | +81.9% | +28.4% |
| All | +13.7% | -25.1% | +38.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling