+23.0%
MMM vs USAR
-49.3%
+72.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -5.9% | +15.4% | +9.6% |
| 7D | +12.2% | -21.8% | +34.0% | +12.8% |
| 30D | +18.8% | -39.9% | +58.8% | +20.1% |
| 3M | +7.4% | -52.5% | +59.9% | +9.1% |
| 6M | +38.3% | -67.9% | +106.3% | +41.3% |
| YTD | +22.9% | -31.1% | +53.9% | +21.3% |
| 1Y | +23.0% | -49.8% | +72.8% | +23.4% |
| All | +23.0% | -49.3% | +72.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling