-2.5%
FIG vs MMM
+28.9%
-31.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.3% |
| 7D | -13.1% | +6.2% | -19.3% | -12.7% |
| 30D | -13.0% | +14.2% | -27.2% | -11.9% |
| 3M | -21.5% | +2.9% | -24.4% | -23.8% |
| 6M | -2.5% | +27.6% | -30.0% | +11.3% |
| All | -2.5% | +28.9% | -31.4% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling