+15.1%
MMM vs URI
+26.0%
-10.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +6.2% | -9.8% | +16.0% | +7.5% |
| 30D | +14.2% | +1.7% | +12.5% | +13.6% |
| 3M | +2.9% | -9.1% | +12.0% | +3.9% |
| 6M | +27.6% | +9.9% | +17.7% | +24.8% |
| YTD | +17.3% | +31.2% | -13.9% | +7.1% |
| 1Y | +15.1% | +25.9% | -10.8% | +7.4% |
| All | +15.1% | +26.0% | -10.9% | +7.4% |
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