+135.9%
MMM vs USFR
+27.5%
+108.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -7.0% | +0.3% | -7.3% | -7.1% |
| 3M | +10.8% | +1.0% | +9.8% | +10.6% |
| 6M | +5.8% | +1.9% | +3.8% | +5.3% |
| YTD | +6.8% | +2.6% | +4.2% | +6.1% |
| 1Y | +10.4% | +4.0% | +6.4% | +9.3% |
| 3Y | +104.7% | +14.1% | +90.6% | +98.4% |
| 5Y | +23.6% | +20.4% | +3.1% | +18.8% |
| 10Y | +54.1% | +28.0% | +26.1% | +47.6% |
| All | +135.9% | +27.5% | +108.3% | +120.7% |
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