+78.8%
MMM vs URI
+1,190.2%
-1,111.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | +7.0% | -6.0% | +12.9% | +8.7% |
| 30D | +18.4% | +4.6% | +13.8% | +16.4% |
| 3M | +4.5% | -2.7% | +7.2% | +4.7% |
| 6M | +33.4% | +18.4% | +15.1% | +25.0% |
| YTD | +20.0% | +37.4% | -17.4% | +5.4% |
| 1Y | +15.0% | +30.4% | -15.3% | +2.7% |
| 3Y | +165.0% | +147.9% | +17.1% | +87.0% |
| 5Y | +47.9% | +202.1% | -154.1% | -5.1% |
| All | +78.8% | +1,190.2% | -1,111.4% | -22.7% |
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