+82.2%
UBER vs MMM
+49.5%
+32.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.9% | -3.3% | -0.6% | -2.7% |
| 30D | +11.1% | -7.0% | +18.1% | +14.0% |
| 3M | +4.9% | +10.8% | -5.9% | +0.8% |
| 6M | -1.2% | +5.8% | -6.9% | -3.6% |
| YTD | -7.3% | +6.8% | -14.1% | -10.4% |
| 1Y | -17.6% | +10.4% | -28.0% | -21.7% |
| 3Y | +61.1% | +104.7% | -43.6% | +15.2% |
| 5Y | +87.9% | +23.6% | +64.3% | +68.3% |
| All | +82.2% | +49.5% | +32.7% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling