+117.1%
MMM vs USAR
+74.5%
+42.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.6% | +2.3% | -3.9% | -1.6% |
| 30D | -8.0% | -8.6% | +0.6% | -8.0% |
| 3M | +9.4% | -20.5% | +29.8% | +9.3% |
| 6M | +10.2% | +1.2% | +9.0% | +10.2% |
| YTD | +6.1% | +48.4% | -42.3% | +6.3% |
| 1Y | +10.8% | +30.6% | -19.8% | +11.0% |
| 3Y | +104.8% | +73.6% | +31.1% | +122.2% |
| All | +117.1% | +74.5% | +42.6% | +141.0% |
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