+23.0%
MMM vs FIGR
-41.8%
+64.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.4% | +9.5% |
| 7D | +12.2% | -1.3% | +13.6% | +12.2% |
| 30D | +18.8% | -17.6% | +36.5% | +19.0% |
| 3M | +7.4% | -16.7% | +24.1% | +7.5% |
| 6M | +38.3% | -36.1% | +74.4% | +38.3% |
| YTD | +22.9% | -43.6% | +66.5% | +22.7% |
| 1Y | +23.0% | -39.8% | +62.9% | +23.9% |
| All | +23.0% | -41.8% | +64.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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