+83.0%
MMM vs URI
+1,313.6%
-1,230.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | -0.2% |
| 7D | +5.8% | -4.0% | +9.8% | +6.8% |
| 30D | +17.9% | +6.8% | +11.1% | +15.2% |
| 3M | +3.6% | -2.8% | +6.4% | +3.9% |
| 6M | +32.9% | +20.9% | +12.0% | +23.8% |
| YTD | +19.5% | +40.2% | -20.8% | +4.4% |
| 1Y | +16.5% | +34.1% | -17.5% | +3.2% |
| 3Y | +167.2% | +164.1% | +3.0% | +84.8% |
| 5Y | +48.2% | +199.3% | -151.1% | -4.6% |
| 10Y | +83.0% | +1,218.8% | -1,135.8% | -21.8% |
| All | +83.0% | +1,313.6% | -1,230.6% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling