+157.1%
MMM vs URA
+36.0%
+121.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.9% |
| 7D | +6.2% | -4.1% | +10.3% | +6.7% |
| 30D | +14.2% | -19.0% | +33.2% | +17.2% |
| 3M | +2.9% | -25.1% | +28.0% | +6.5% |
| 6M | +27.6% | -44.5% | +72.0% | +36.9% |
| YTD | +17.3% | -24.3% | +41.6% | +19.3% |
| 1Y | +15.1% | -28.1% | +43.2% | +17.7% |
| 3Y | +157.1% | +40.7% | +116.4% | +121.6% |
| All | +157.1% | +36.0% | +121.2% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling