+1,037.6%
MMM vs URI
+7,377.6%
-6,340.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.1% | +3.9% | -1.8% |
| 7D | +5.9% | -12.9% | +18.8% | +8.6% |
| 30D | +14.7% | -3.4% | +18.2% | +15.3% |
| 3M | +3.6% | -10.0% | +13.6% | +5.3% |
| 6M | +32.7% | +12.2% | +20.5% | +29.0% |
| YTD | +18.9% | +29.8% | -10.8% | +11.4% |
| 1Y | +16.4% | +24.6% | -8.2% | +9.8% |
| 3Y | +159.8% | +137.6% | +22.2% | +114.3% |
| 5Y | +47.2% | +176.6% | -129.5% | +16.3% |
| 10Y | +86.5% | +1,402.6% | -1,316.1% | +5.2% |
| All | +1,037.6% | +7,377.6% | -6,340.0% | +304.1% |
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