+321.6%
MMM vs URA
-50.4%
+372.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.1% |
| 7D | +7.0% | +0.3% | +6.7% | +6.8% |
| 30D | +18.4% | -14.8% | +33.2% | +22.0% |
| 3M | +4.5% | -25.3% | +29.8% | +10.3% |
| 6M | +33.4% | -39.9% | +73.3% | +46.4% |
| YTD | +20.0% | -22.4% | +42.4% | +23.1% |
| 1Y | +15.0% | -29.0% | +44.0% | +19.9% |
| 3Y | +165.0% | +41.0% | +124.0% | +127.6% |
| 5Y | +47.9% | +38.3% | +9.6% | +23.5% |
| 10Y | +79.6% | +276.1% | -196.4% | +5.5% |
| All | +321.6% | -50.4% | +372.0% | +277.7% |
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