+82.9%
MMM vs USB
+93.8%
-10.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.3% |
| 7D | +5.9% | -1.5% | +7.3% | +6.6% |
| 30D | +14.7% | +4.3% | +10.5% | +12.8% |
| 3M | +3.6% | -6.1% | +9.7% | +6.4% |
| 6M | +32.7% | +9.4% | +23.3% | +27.3% |
| YTD | +18.9% | +15.2% | +3.8% | +11.3% |
| 1Y | +16.4% | +32.8% | -16.4% | +2.3% |
| 3Y | +159.8% | +91.3% | +68.5% | +92.8% |
| 5Y | +47.2% | +22.7% | +24.5% | +28.2% |
| All | +82.9% | +93.8% | -10.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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