+51.2%
MMM vs UMC
+1,818.5%
-1,767.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -3.2% | +11.4% | -14.6% | -4.4% |
| 30D | -10.7% | +16.8% | -27.5% | -12.3% |
| 3M | +4.3% | +19.1% | -14.8% | +1.2% |
| 6M | +5.9% | +137.4% | -131.5% | -6.4% |
| YTD | +3.2% | +186.4% | -183.2% | -12.0% |
| 1Y | +8.0% | +229.1% | -221.1% | -9.9% |
| 3Y | +99.1% | +257.9% | -158.8% | +62.7% |
| 5Y | +25.7% | +137.5% | -111.8% | +5.3% |
| All | +51.2% | +1,818.5% | -1,767.3% | -8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling