+140.0%
MMM vs USAR
-18.7%
+158.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -1.4% |
| 7D | +6.2% | -14.5% | +20.7% | +6.2% |
| 30D | +14.2% | -37.8% | +52.0% | +14.3% |
| 3M | +2.9% | -52.8% | +55.7% | +3.0% |
| 6M | +27.6% | -71.2% | +98.8% | +27.6% |
| YTD | +17.3% | -30.9% | +48.2% | +17.6% |
| 1Y | +15.1% | -48.0% | +63.1% | +15.3% |
| 3Y | +157.1% | -19.7% | +176.8% | +174.8% |
| All | +140.0% | -18.7% | +158.7% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling