+20.6%
MMM vs FIGR
-32.8%
+53.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.3% |
| 7D | -2.6% | +5.1% | -7.7% | -2.7% |
| 30D | +17.4% | -15.0% | +32.4% | +17.5% |
| 3M | +3.6% | -13.1% | +16.7% | +3.6% |
| 6M | +33.0% | -37.9% | +71.0% | +33.1% |
| YTD | +19.6% | -40.8% | +60.4% | +19.4% |
| 1Y | +14.0% | -33.1% | +47.2% | +13.9% |
| All | +20.6% | -32.8% | +53.4% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling