+87.5%
U vs MMM
+158.4%
-70.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.7% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +27.6% | +12.1% | +15.4% | +20.3% |
| 3M | +15.3% | +1.4% | +13.9% | +13.9% |
| 6M | +96.4% | +26.6% | +69.8% | +73.1% |
| YTD | +19.6% | +16.8% | +2.7% | +9.2% |
| 1Y | +42.1% | +10.1% | +32.0% | +33.9% |
| 3Y | +87.5% | +158.4% | -70.9% | +15.9% |
| All | +87.5% | +158.4% | -70.9% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling