+167.2%
MMM vs FTI
+210.5%
-43.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.8% | -4.3% | +10.1% | +6.6% |
| 30D | +17.9% | -8.0% | +26.0% | +19.6% |
| 3M | +3.6% | -8.0% | +11.6% | +4.8% |
| 6M | +32.9% | -8.7% | +41.6% | +34.1% |
| YTD | +19.5% | +43.9% | -24.4% | +6.5% |
| 1Y | +16.5% | +49.8% | -33.3% | +2.7% |
| 3Y | +167.2% | +211.7% | -44.5% | +96.4% |
| All | +167.2% | +210.5% | -43.4% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling