+54.7%
MMM vs UL
+65.2%
-10.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.2% |
| 7D | -2.6% | -3.2% | +0.6% | -1.4% |
| 30D | -9.3% | -0.6% | -8.7% | -9.1% |
| 3M | +5.6% | +9.4% | -3.9% | +1.7% |
| 6M | +9.5% | -4.1% | +13.6% | +10.7% |
| YTD | +4.1% | -2.0% | +6.1% | +4.4% |
| 1Y | +9.4% | -9.0% | +18.3% | +12.5% |
| 3Y | +101.0% | +21.8% | +79.2% | +83.5% |
| 5Y | +26.1% | +20.6% | +5.5% | +14.0% |
| 10Y | +54.7% | +67.7% | -13.0% | +31.7% |
| All | +54.7% | +65.2% | -10.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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