-83.2%
FIG vs MMM
+29.1%
-112.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -9.5% | +12.1% | -21.6% | -9.5% |
| 3M | -26.2% | +1.4% | -27.6% | -26.7% |
| 6M | +2.7% | +26.6% | -23.9% | +3.6% |
| YTD | -48.0% | +16.8% | -64.8% | -47.0% |
| 1Y | -52.0% | +10.1% | -62.1% | -51.2% |
| All | -83.2% | +29.1% | -112.2% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling