+27.0%
MMM vs FTV
+4.3%
+22.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -8.0% | -8.3% | +0.3% | -3.7% |
| 3M | +9.4% | -7.4% | +16.8% | +13.5% |
| 6M | +10.2% | -1.2% | +11.5% | +10.0% |
| YTD | +6.1% | +2.7% | +3.4% | +2.9% |
| 1Y | +10.8% | +18.4% | -7.7% | -1.2% |
| 3Y | +104.8% | -2.0% | +106.8% | +99.4% |
| 5Y | +27.0% | +3.4% | +23.6% | +14.6% |
| All | +27.0% | +4.3% | +22.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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