+23.0%
MMM vs URI
+33.3%
-10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.4% | +13.9% | +10.1% |
| 7D | +12.2% | -4.3% | +16.6% | +12.8% |
| 30D | +18.8% | +4.6% | +14.2% | +17.8% |
| 3M | +7.4% | -2.1% | +9.5% | +7.3% |
| 6M | +38.3% | +21.9% | +16.4% | +33.3% |
| YTD | +22.9% | +39.7% | -16.8% | +11.7% |
| 1Y | +23.0% | +32.9% | -9.9% | +14.4% |
| All | +23.0% | +33.3% | -10.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling