+18.9%
MMM vs FIGR
-28.7%
+47.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.1% | -7.5% | -1.5% |
| 7D | -0.8% | +22.8% | -23.6% | -1.2% |
| 30D | +14.4% | -5.8% | +20.2% | +14.3% |
| 3M | +1.8% | -16.3% | +18.1% | +1.8% |
| 6M | +31.3% | -35.0% | +66.3% | +31.3% |
| YTD | +18.0% | -37.1% | +55.1% | +17.6% |
| 1Y | +10.9% | -31.2% | +42.1% | +10.7% |
| All | +18.9% | -28.7% | +47.6% | +19.2% |
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