+20.9%
MMM vs FIGR
-35.2%
+56.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.5% |
| 7D | +7.0% | +5.6% | +1.3% | +6.9% |
| 30D | +18.4% | -18.2% | +36.6% | +18.6% |
| 3M | +4.5% | -19.0% | +23.5% | +4.6% |
| 6M | +33.4% | -38.0% | +71.4% | +33.6% |
| YTD | +20.0% | -42.9% | +62.8% | +19.7% |
| 1Y | +15.0% | -37.9% | +53.0% | +15.1% |
| All | +20.9% | -35.2% | +56.1% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling