+33.6%
MMM vs FRSH
-70.6%
+104.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.9% | +0.6% |
| 7D | -3.3% | -8.2% | +4.8% | -2.6% |
| 30D | -7.0% | +10.5% | -17.5% | -7.9% |
| 3M | +10.8% | +32.7% | -21.9% | +7.7% |
| 6M | +5.8% | +50.3% | -44.5% | +1.2% |
| YTD | +6.8% | +3.9% | +2.9% | +5.7% |
| 1Y | +10.4% | -2.2% | +12.5% | +9.8% |
| 3Y | +104.7% | -42.9% | +147.6% | +109.8% |
| All | +33.6% | -70.6% | +104.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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