+367.6%
MMM vs UUUU
-92.0%
+459.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.3% | -1.4% | -2.0% | -3.3% |
| 30D | -7.0% | +16.3% | -23.3% | -7.8% |
| 3M | +10.8% | -16.7% | +27.5% | +11.4% |
| 6M | +5.8% | -33.7% | +39.4% | +7.2% |
| YTD | +6.8% | -0.5% | +7.3% | +5.5% |
| 1Y | +10.4% | +28.9% | -18.5% | +6.9% |
| 3Y | +104.7% | +99.9% | +4.8% | +90.3% |
| 5Y | +23.6% | +135.3% | -111.7% | +11.8% |
| 10Y | +54.1% | +518.4% | -464.3% | +26.6% |
| All | +367.6% | -92.0% | +459.6% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling