+75.4%
MMM vs FTV
+119.0%
-43.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | +14.2% | +15.7% | -1.5% | +5.5% |
| 3M | +2.9% | +7.5% | -4.6% | -1.2% |
| 6M | +27.6% | +8.5% | +19.1% | +21.4% |
| YTD | +17.3% | +18.8% | -1.5% | +5.2% |
| 1Y | +15.1% | +28.5% | -13.5% | -1.4% |
| 3Y | +157.1% | +34.0% | +123.1% | +112.3% |
| 5Y | +45.1% | +12.6% | +32.5% | +29.7% |
| 10Y | +83.9% | +111.4% | -27.5% | +25.5% |
| All | +75.4% | +119.0% | -43.7% | +19.3% |
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