+79.4%
MMM vs FTV
+126.9%
-47.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +7.0% | +1.4% | +5.6% | +6.2% |
| 30D | +18.4% | +18.3% | +0.1% | +8.1% |
| 3M | +4.5% | +9.8% | -5.3% | -0.9% |
| 6M | +33.4% | +12.3% | +21.1% | +24.5% |
| YTD | +20.0% | +23.1% | -3.1% | +5.5% |
| 1Y | +15.0% | +32.5% | -17.5% | -3.1% |
| 3Y | +165.0% | +38.3% | +126.7% | +115.0% |
| 5Y | +47.9% | +16.8% | +31.1% | +29.5% |
| 10Y | +79.6% | +106.6% | -26.9% | +22.0% |
| All | +79.4% | +126.9% | -47.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling