+275.3%
MMM vs URA
-31.1%
+306.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -3.3% | +1.1% | -4.4% | -3.6% |
| 30D | -7.0% | +7.4% | -14.4% | -8.5% |
| 3M | +10.8% | -8.4% | +19.2% | +12.1% |
| 6M | +5.8% | -12.7% | +18.5% | +7.5% |
| YTD | +6.8% | +7.8% | -1.0% | +2.8% |
| 1Y | +10.4% | +19.5% | -9.1% | +2.6% |
| 3Y | +104.7% | +116.4% | -11.7% | +60.8% |
| 5Y | +23.6% | +134.3% | -110.7% | -9.1% |
| 10Y | +54.1% | +359.3% | -305.1% | -12.1% |
| All | +275.3% | -31.1% | +306.4% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling