+29.4%
MMM vs USB
+40.0%
-10.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -3.3% | +1.4% | -4.8% | -3.9% |
| 30D | -7.0% | -1.3% | -5.7% | -6.5% |
| 3M | +10.8% | +15.2% | -4.4% | +4.2% |
| 6M | +5.8% | +18.8% | -13.1% | -2.0% |
| YTD | +6.8% | +21.0% | -14.2% | -2.1% |
| 1Y | +10.4% | +34.0% | -23.6% | -3.3% |
| 3Y | +104.7% | +95.3% | +9.4% | +51.8% |
| All | +29.4% | +40.0% | -10.6% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling