+165.3%
MMM vs URA
+41.0%
+124.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.8% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | +18.4% | -14.8% | +33.2% | +20.7% |
| 3M | +4.5% | -25.3% | +29.8% | +8.2% |
| 6M | +33.4% | -39.9% | +73.3% | +41.6% |
| YTD | +20.0% | -22.4% | +42.4% | +21.6% |
| 1Y | +15.0% | -29.0% | +44.0% | +17.9% |
| All | +165.3% | +41.0% | +124.4% | +128.2% |
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