+104.8%
MMM vs USFR
+14.0%
+90.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -8.0% | +0.3% | -8.3% | -8.8% |
| 3M | +9.4% | +1.0% | +8.4% | +6.1% |
| 6M | +10.2% | +1.9% | +8.3% | +3.3% |
| YTD | +6.1% | +2.7% | +3.5% | -3.2% |
| 1Y | +10.8% | +4.0% | +6.8% | -5.1% |
| 3Y | +104.8% | +14.0% | +90.7% | +4.0% |
| All | +104.8% | +14.0% | +90.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling