+164.3%
MMM vs USFR
+28.6%
+135.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +17.4% | +0.4% | +17.0% | +17.3% |
| 3M | +3.6% | +1.1% | +2.5% | +3.3% |
| 6M | +33.0% | +2.1% | +31.0% | +32.4% |
| YTD | +19.6% | +3.4% | +16.2% | +18.7% |
| 1Y | +14.0% | +4.1% | +10.0% | +13.0% |
| 3Y | +164.3% | +14.4% | +149.9% | +155.9% |
| 5Y | +49.3% | +21.4% | +27.9% | +43.3% |
| 10Y | +78.4% | +28.5% | +49.8% | +70.6% |
| All | +164.3% | +28.6% | +135.7% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling