-57.0%
FIG vs MMM
+12.5%
-69.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -13.1% | +14.4% | -27.5% | -13.5% |
| 3M | -20.3% | +1.8% | -22.1% | -21.3% |
| 6M | -2.1% | +31.3% | -33.4% | -2.0% |
| YTD | -49.4% | +18.0% | -67.3% | -48.5% |
| 1Y | -57.0% | +10.9% | -67.9% | -54.3% |
| All | -57.0% | +12.5% | -69.5% | -54.3% |
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