+565.9%
MMM vs FTI
+2,165.1%
-1,599.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.3% | +5.3% | -8.6% | -4.4% |
| 30D | -7.0% | +15.3% | -22.4% | -10.0% |
| 3M | +10.8% | +15.8% | -4.9% | +6.9% |
| 6M | +5.8% | +22.6% | -16.8% | +0.5% |
| YTD | +6.8% | +79.5% | -72.8% | -6.8% |
| 1Y | +10.4% | +102.0% | -91.6% | -6.3% |
| 3Y | +104.7% | +315.8% | -211.1% | +45.5% |
| 5Y | +23.6% | +1,129.5% | -1,105.9% | -34.1% |
| 10Y | +54.1% | +320.9% | -266.8% | -7.8% |
| All | +565.9% | +2,165.1% | -1,599.3% | +126.6% |
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