-51.7%
FIG vs MMM
+22.1%
-73.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.5% | -4.3% | +4.3% |
| 7D | -4.7% | +12.2% | -16.9% | -5.5% |
| 30D | +0.5% | +18.8% | -18.3% | -0.5% |
| 3M | -18.4% | +7.4% | -25.8% | -19.9% |
| 6M | +10.9% | +38.3% | -27.4% | +10.7% |
| YTD | -40.8% | +22.9% | -63.6% | -39.6% |
| 1Y | -51.7% | +23.0% | -74.7% | -53.5% |
| All | -51.7% | +22.1% | -73.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling