+159.1%
MMM vs USFR
+28.5%
+130.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | +14.2% | +0.4% | +13.8% | +14.1% |
| 3M | +2.9% | +1.1% | +1.9% | +2.7% |
| 6M | +27.6% | +2.1% | +25.5% | +26.9% |
| YTD | +17.3% | +3.4% | +13.9% | +16.3% |
| 1Y | +15.1% | +4.1% | +11.0% | +14.0% |
| 3Y | +157.1% | +14.4% | +142.7% | +149.0% |
| 5Y | +45.1% | +21.3% | +23.8% | +39.3% |
| 10Y | +83.9% | +28.5% | +55.4% | +75.9% |
| All | +159.1% | +28.5% | +130.5% | +142.0% |
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 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