+97.9%
MMM vs UMC
+262.0%
-164.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.8% | -2.2% |
| 7D | -2.6% | +13.6% | -16.2% | -3.5% |
| 30D | -9.3% | +20.8% | -30.1% | -10.7% |
| 3M | +5.6% | +16.1% | -10.6% | +3.7% |
| 6M | +9.5% | +137.3% | -127.8% | -1.0% |
| YTD | +4.1% | +193.8% | -189.6% | -10.4% |
| 1Y | +9.4% | +236.1% | -226.7% | -9.0% |
| All | +97.9% | +262.0% | -164.1% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling