+921.2%
MMM vs URI
+7,134.6%
-6,213.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -3.3% | -2.0% | -1.3% | -3.0% |
| 30D | -7.0% | -12.9% | +5.9% | -4.6% |
| 3M | +10.8% | -6.7% | +17.6% | +11.9% |
| 6M | +5.8% | +19.0% | -13.2% | +1.2% |
| YTD | +6.8% | +25.5% | -18.8% | +0.9% |
| 1Y | +10.4% | +5.5% | +4.8% | +7.6% |
| 3Y | +104.7% | +111.3% | -6.6% | +72.8% |
| 5Y | +23.6% | +198.6% | -175.0% | -3.6% |
| 10Y | +54.1% | +1,179.9% | -1,125.8% | -10.7% |
| All | +921.2% | +7,134.6% | -6,213.4% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling