+74.5%
UBER vs MMM
+44.5%
+30.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -4.5% | -3.2% | -1.2% | -3.3% |
| 30D | -7.6% | -10.7% | +3.1% | -3.8% |
| 3M | +5.8% | +4.3% | +1.5% | +3.9% |
| 6M | +0.3% | +5.9% | -5.6% | -2.3% |
| YTD | -11.2% | +3.2% | -14.4% | -13.1% |
| 1Y | -23.0% | +8.0% | -31.0% | -26.2% |
| 3Y | +53.6% | +99.1% | -45.5% | +10.9% |
| 5Y | +81.9% | +25.7% | +56.2% | +61.2% |
| All | +74.5% | +44.5% | +30.1% | +32.0% |
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