+76.3%
MMM vs UUUU
+370.7%
-294.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.9% |
| 7D | -0.4% | -1.1% | +0.7% | -0.4% |
| 30D | +12.1% | -21.0% | +33.1% | +13.8% |
| 3M | +1.4% | -54.8% | +56.2% | +6.7% |
| 6M | +26.6% | -67.3% | +93.9% | +35.5% |
| YTD | +16.8% | -54.7% | +71.5% | +20.6% |
| 1Y | +10.1% | -57.4% | +67.5% | +13.8% |
| 3Y | +158.4% | -19.6% | +178.1% | +144.6% |
| 5Y | +43.1% | -40.0% | +83.1% | +34.1% |
| All | +76.3% | +370.7% | -294.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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