+7.0%
MMM vs FIGR
+6.3%
+0.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.7% |
| 7D | -1.6% | +13.5% | -15.1% | -1.7% |
| 30D | -8.0% | +33.7% | -41.7% | -8.3% |
| 3M | +9.4% | +37.3% | -28.0% | +9.0% |
| 6M | +10.2% | +25.5% | -15.3% | +9.9% |
| YTD | +6.1% | -6.3% | +12.4% | +5.5% |
| All | +7.0% | +6.3% | +0.7% | +6.9% |
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 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