+139.0%
MMM vs USAR
-19.4%
+158.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | +12.1% | -20.9% | +33.1% | +12.2% |
| 3M | +1.4% | -56.2% | +57.6% | +1.5% |
| 6M | +26.6% | -67.9% | +94.5% | +26.6% |
| YTD | +16.8% | -31.4% | +48.3% | +17.2% |
| 1Y | +10.1% | -45.1% | +55.1% | +10.3% |
| 3Y | +158.4% | -20.3% | +178.7% | +176.2% |
| All | +139.0% | -19.4% | +158.4% | +165.5% |
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