+45.3%
MMM vs URI
+166.6%
-121.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +6.2% | -9.8% | +16.0% | +9.2% |
| 30D | +14.2% | +1.7% | +12.5% | +13.3% |
| 3M | +2.9% | -9.1% | +12.0% | +5.2% |
| 6M | +27.6% | +9.9% | +17.7% | +22.4% |
| YTD | +17.3% | +31.2% | -13.9% | +4.6% |
| 1Y | +15.1% | +25.9% | -10.8% | +4.0% |
| 3Y | +157.1% | +147.4% | +9.7% | +78.2% |
| All | +45.3% | +166.6% | -121.2% | -8.2% |
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