+4.0%
MMM vs FIGR
+1.6%
+2.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.9% |
| 7D | -3.2% | +1.0% | -4.2% | -3.2% |
| 30D | -10.7% | +31.4% | -42.0% | -10.9% |
| 3M | +4.3% | +30.3% | -26.0% | +4.0% |
| 6M | +5.9% | -7.6% | +13.5% | +5.4% |
| YTD | +3.2% | -10.5% | +13.6% | +2.6% |
| All | +4.0% | +1.6% | +2.4% | +4.0% |
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 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