+144.5%
MMM vs USAR
-13.4%
+157.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +1.9% |
| 7D | +5.8% | -1.1% | +6.8% | +5.8% |
| 30D | +17.9% | -30.3% | +48.2% | +18.0% |
| 3M | +3.6% | -54.7% | +58.3% | +3.7% |
| 6M | +32.9% | -67.5% | +100.4% | +32.9% |
| YTD | +19.5% | -26.4% | +45.9% | +19.8% |
| 1Y | +16.5% | -49.5% | +66.1% | +16.7% |
| 3Y | +167.2% | -14.5% | +181.6% | +185.5% |
| All | +144.5% | -13.4% | +157.9% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling