-79.1%
FIG vs MMM
+18.0%
-97.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | -3.3% | -13.0% | -16.5% |
| 30D | -14.3% | -7.0% | -7.3% | -14.8% |
| 3M | +7.2% | +10.8% | -3.7% | +8.6% |
| 6M | -18.6% | +5.8% | -24.4% | -16.9% |
| YTD | -35.5% | +6.8% | -42.2% | -34.2% |
| 1Y | -55.8% | +10.4% | -66.2% | -55.8% |
| All | -79.1% | +18.0% | -97.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling