+44.5%
MMM vs URA
+28.3%
+16.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.8% |
| 7D | -0.8% | +4.5% | -5.3% | -1.5% |
| 30D | +14.4% | -13.4% | +27.8% | +16.7% |
| 3M | +1.8% | -28.4% | +30.2% | +6.7% |
| 6M | +31.3% | -40.5% | +71.8% | +41.0% |
| YTD | +18.0% | -24.3% | +42.2% | +20.5% |
| 1Y | +10.9% | -28.8% | +39.7% | +14.2% |
| 3Y | +160.6% | +37.6% | +123.0% | +127.9% |
| 5Y | +44.5% | +30.7% | +13.8% | +20.6% |
| All | +44.5% | +28.3% | +16.2% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling