+78.1%
MMM vs URA
+272.2%
-194.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.7% |
| 7D | -0.8% | +4.5% | -5.3% | -1.7% |
| 30D | +14.4% | -13.4% | +27.8% | +17.2% |
| 3M | +1.8% | -28.4% | +30.2% | +7.6% |
| 6M | +31.3% | -40.5% | +71.8% | +42.7% |
| YTD | +18.0% | -24.3% | +42.2% | +21.1% |
| 1Y | +10.9% | -28.8% | +39.7% | +14.9% |
| 3Y | +160.6% | +37.6% | +123.0% | +127.2% |
| 5Y | +44.5% | +30.7% | +13.8% | +23.8% |
| All | +78.1% | +272.2% | -194.2% | +0.5% |
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