+82.5%
UBER vs MMM
+28.6%
+53.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -2.8% | -1.6% | -1.2% | -2.3% |
| 30D | -2.5% | -8.0% | +5.5% | 0.0% |
| 3M | +4.4% | +9.4% | -5.0% | +1.3% |
| 6M | -2.7% | +10.2% | -12.9% | -6.0% |
| YTD | -10.5% | +6.1% | -16.6% | -12.9% |
| 1Y | -22.5% | +10.8% | -33.3% | -25.9% |
| 3Y | +54.8% | +104.8% | -50.0% | +15.4% |
| 5Y | +82.5% | +27.0% | +55.5% | +65.6% |
| All | +82.5% | +28.6% | +53.9% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling