-25.6%
UBER vs MMM
+16.9%
-42.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +5.2% | +7.0% | -1.8% | +3.9% |
| 30D | -2.0% | +18.4% | -20.4% | -4.4% |
| 3M | -10.2% | +4.5% | -14.7% | -10.8% |
| 6M | -7.2% | +33.4% | -40.6% | -11.3% |
| YTD | -14.3% | +20.0% | -34.2% | -18.0% |
| 1Y | -25.6% | +15.0% | -40.6% | -27.5% |
| All | -25.6% | +16.9% | -42.4% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling