-58.7%
FIG vs MMM
+8.6%
-67.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.1% |
| 7D | -14.5% | -2.6% | -11.9% | -14.2% |
| 30D | -13.3% | -9.3% | -4.0% | -12.6% |
| 3M | +7.4% | +5.6% | +1.8% | +7.6% |
| 6M | -27.8% | +9.5% | -37.2% | -28.2% |
| YTD | -41.1% | +4.1% | -45.2% | -40.8% |
| 1Y | -58.7% | +9.4% | -68.1% | -60.2% |
| All | -58.7% | +8.6% | -67.3% | -60.2% |
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 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