+46.1%
MMM vs FRSH
-70.7%
+116.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.4% | +4.6% | -5.0% | -0.8% |
| 30D | +12.1% | -7.5% | +19.6% | +12.7% |
| 3M | +1.4% | -0.1% | +1.5% | +1.1% |
| 6M | +26.6% | +54.5% | -27.9% | +20.8% |
| YTD | +16.8% | +3.4% | +13.4% | +15.4% |
| 1Y | +10.1% | +6.4% | +3.7% | +8.4% |
| 3Y | +158.4% | -26.3% | +184.7% | +159.4% |
| 5Y | +43.1% | -66.4% | +109.5% | +38.7% |
| All | +46.1% | -70.7% | +116.8% | +41.4% |
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