+167.2%
MMM vs URI
+161.0%
+6.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | +0.2% |
| 7D | +5.8% | -4.0% | +9.8% | +6.6% |
| 30D | +17.9% | +6.8% | +11.1% | +15.7% |
| 3M | +3.6% | -2.8% | +6.4% | +3.8% |
| 6M | +32.9% | +20.9% | +12.0% | +25.1% |
| YTD | +19.5% | +40.2% | -20.8% | +6.1% |
| 1Y | +16.5% | +34.1% | -17.5% | +4.9% |
| 3Y | +167.2% | +164.1% | +3.0% | +104.5% |
| All | +167.2% | +161.0% | +6.2% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling