+99.5%
U vs MMM
+156.3%
-56.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +6.1% |
| 7D | +36.6% | +6.2% | +30.4% | +32.3% |
| 30D | +13.3% | +14.2% | -0.9% | +5.9% |
| 3M | +26.2% | +2.9% | +23.3% | +23.8% |
| 6M | +88.7% | +27.6% | +61.2% | +65.7% |
| YTD | +16.6% | +17.3% | -0.7% | +6.3% |
| 1Y | +29.0% | +15.1% | +13.9% | +18.7% |
| 3Y | +99.5% | +157.1% | -57.6% | +19.9% |
| All | +99.5% | +156.3% | -56.8% | +19.9% |
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