+28.5%
MMM vs UMC
+135.7%
-107.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.3% |
| 7D | -1.6% | +6.6% | -8.2% | -2.4% |
| 30D | -8.0% | +16.6% | -24.6% | -9.9% |
| 3M | +9.4% | +11.0% | -1.7% | +6.5% |
| 6M | +10.2% | +131.3% | -121.0% | -5.4% |
| YTD | +6.1% | +182.5% | -176.4% | -13.9% |
| 1Y | +10.8% | +222.3% | -211.5% | -12.9% |
| 3Y | +104.8% | +253.0% | -148.2% | +54.8% |
| All | +28.5% | +135.7% | -107.2% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling