-83.9%
FIG vs MMM
+32.5%
-116.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.0% |
| 7D | -11.4% | +7.0% | -18.4% | -11.7% |
| 30D | -17.2% | +18.4% | -35.6% | -17.4% |
| 3M | -26.6% | +4.5% | -31.1% | -27.4% |
| 6M | -9.8% | +33.4% | -43.2% | -9.3% |
| YTD | -50.1% | +20.0% | -70.1% | -49.4% |
| 1Y | -58.1% | +15.0% | -73.1% | -57.4% |
| All | -83.9% | +32.5% | -116.4% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling