+45.3%
MMM vs UL
+31.0%
+14.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +6.2% | +1.1% | +5.1% | +5.8% |
| 30D | +14.2% | +8.2% | +6.0% | +11.0% |
| 3M | +2.9% | +4.5% | -1.6% | +1.2% |
| 6M | +27.6% | +12.6% | +15.0% | +21.7% |
| YTD | +17.3% | +3.5% | +13.8% | +15.3% |
| 1Y | +15.1% | -0.4% | +15.5% | +14.6% |
| 3Y | +157.1% | +36.0% | +121.1% | +126.4% |
| All | +45.3% | +31.0% | +14.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling