-83.6%
FIG vs MMM
+30.3%
-114.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -13.1% | +14.4% | -27.5% | -13.2% |
| 3M | -20.3% | +1.8% | -22.1% | -21.0% |
| 6M | -2.1% | +31.3% | -33.4% | -1.4% |
| YTD | -49.4% | +18.0% | -67.3% | -48.5% |
| 1Y | -57.0% | +10.9% | -67.9% | -56.3% |
| All | -83.6% | +30.3% | -114.0% | -82.2% |
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