+78.4%
MMM vs URA
+277.9%
-199.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | -2.6% | +2.9% | -5.5% | -3.2% |
| 30D | +17.4% | -10.8% | +28.2% | +19.6% |
| 3M | +3.6% | -25.5% | +29.1% | +8.7% |
| 6M | +33.0% | -41.2% | +74.3% | +45.0% |
| YTD | +19.6% | -21.3% | +40.9% | +22.0% |
| 1Y | +14.0% | -25.7% | +39.8% | +17.3% |
| 3Y | +164.3% | +43.1% | +121.2% | +128.8% |
| 5Y | +49.3% | +35.6% | +13.8% | +27.1% |
| 10Y | +78.4% | +281.3% | -202.9% | -0.9% |
| All | +78.4% | +277.9% | -199.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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