-37.5%
U vs MMM
+43.2%
-80.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | +4.5% | -1.6% | +6.1% | +5.5% |
| 30D | -0.6% | -8.0% | +7.4% | +4.5% |
| 3M | +48.4% | +9.4% | +39.1% | +39.8% |
| 6M | +115.4% | +10.2% | +105.1% | +100.4% |
| YTD | -3.2% | +6.1% | -9.3% | -8.1% |
| 1Y | -6.0% | +10.8% | -16.8% | -13.5% |
| 3Y | +13.5% | +104.8% | -91.3% | -31.3% |
| 5Y | -68.0% | +27.0% | -95.0% | -78.2% |
| All | -37.5% | +43.2% | -80.7% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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