+23.0%
MMM vs UMC
+112.5%
-89.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.1% | +11.6% | +9.5% |
| 7D | +12.2% | -14.7% | +26.9% | +12.0% |
| 30D | +18.8% | -32.9% | +51.7% | +18.4% |
| 3M | +7.4% | -22.2% | +29.5% | +7.0% |
| 6M | +38.3% | +25.9% | +12.4% | +41.2% |
| YTD | +22.9% | +107.9% | -85.1% | +32.9% |
| 1Y | +23.0% | +115.0% | -92.0% | +32.1% |
| All | +23.0% | +112.5% | -89.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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