+645.1%
MMM vs FTI
+1,715.2%
-1,070.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.8% | -4.3% | +10.1% | +6.7% |
| 30D | +17.9% | -8.0% | +26.0% | +19.7% |
| 3M | +3.6% | -8.0% | +11.6% | +4.9% |
| 6M | +32.9% | -8.7% | +41.6% | +34.3% |
| YTD | +19.5% | +43.9% | -24.4% | +9.0% |
| 1Y | +16.5% | +49.8% | -33.3% | +5.3% |
| 3Y | +167.2% | +211.7% | -44.5% | +101.9% |
| 5Y | +48.2% | +781.6% | -733.3% | -14.8% |
| 10Y | +83.0% | +180.2% | -97.1% | +20.0% |
| All | +645.1% | +1,715.2% | -1,070.0% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling