+27.0%
MMM vs FTI
+1,110.9%
-1,083.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -8.0% | +12.3% | -20.3% | -9.9% |
| 3M | +9.4% | +13.8% | -4.4% | +6.7% |
| 6M | +10.2% | +24.3% | -14.0% | +5.6% |
| YTD | +6.1% | +75.8% | -69.7% | -4.5% |
| 1Y | +10.8% | +99.6% | -88.8% | -2.6% |
| 3Y | +104.8% | +278.4% | -173.6% | +61.0% |
| 5Y | +27.0% | +1,168.7% | -1,141.7% | -15.1% |
| All | +27.0% | +1,110.9% | -1,083.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling