+160.8%
MMM vs URI
+136.1%
+24.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.1% | +3.9% | -1.5% |
| 7D | +5.9% | -12.9% | +18.8% | +9.3% |
| 30D | +14.7% | -3.4% | +18.2% | +15.4% |
| 3M | +3.6% | -10.0% | +13.6% | +5.8% |
| 6M | +32.7% | +12.2% | +20.5% | +27.3% |
| YTD | +18.9% | +29.8% | -10.8% | +7.7% |
| 1Y | +16.4% | +24.6% | -8.2% | +6.6% |
| All | +160.8% | +136.1% | +24.7% | +101.7% |
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 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