+43.4%
MMM vs URI
+203.0%
-159.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -0.4% | +6.7% | -7.1% | -2.3% |
| 30D | +12.1% | +8.9% | +3.3% | +9.1% |
| 3M | +1.4% | +0.5% | +0.9% | +0.7% |
| 6M | +26.6% | +20.7% | +5.9% | +18.1% |
| YTD | +16.8% | +40.0% | -23.2% | +2.1% |
| 1Y | +10.1% | +34.4% | -24.3% | -2.5% |
| 3Y | +158.4% | +149.5% | +8.9% | +79.0% |
| All | +43.4% | +203.0% | -159.6% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling