+68.5%
UBER vs MMM
+68.0%
+0.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +5.2% | +7.0% | -1.8% | +2.6% |
| 30D | -2.0% | +18.4% | -20.4% | -7.9% |
| 3M | -10.2% | +4.5% | -14.7% | -11.9% |
| 6M | -7.2% | +33.4% | -40.6% | -16.9% |
| YTD | -14.3% | +20.0% | -34.2% | -20.7% |
| 1Y | -25.6% | +15.0% | -40.6% | -30.1% |
| 3Y | +35.8% | +165.0% | -129.2% | -13.0% |
| 5Y | +61.5% | +47.9% | +13.6% | +34.6% |
| All | +68.5% | +68.0% | +0.5% | +20.5% |
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