+875.6%
MMM vs UMC
+259.6%
+616.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.4% | -0.6% |
| 7D | -3.3% | +5.0% | -8.3% | -4.1% |
| 30D | -7.0% | +7.7% | -14.7% | -8.2% |
| 3M | +10.8% | +1.7% | +9.2% | +9.0% |
| 6M | +5.8% | +113.9% | -108.2% | -8.3% |
| YTD | +6.8% | +168.9% | -162.1% | -11.7% |
| 1Y | +10.4% | +207.2% | -196.8% | -10.9% |
| 3Y | +104.7% | +227.7% | -123.0% | +61.6% |
| 5Y | +23.6% | +118.0% | -94.5% | +2.1% |
| 10Y | +54.1% | +1,682.1% | -1,628.0% | -15.7% |
| All | +875.6% | +259.6% | +616.0% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling