-83.7%
FIG vs MMM
+29.6%
-113.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -13.1% | +6.2% | -19.3% | -13.1% |
| 30D | -13.0% | +14.2% | -27.2% | -13.0% |
| 3M | -21.5% | +2.9% | -24.4% | -22.1% |
| 6M | -2.5% | +27.6% | -30.0% | -1.6% |
| YTD | -49.7% | +17.3% | -66.9% | -48.8% |
| 1Y | -59.1% | +15.1% | -74.2% | -58.3% |
| All | -83.7% | +29.6% | -113.3% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling