+36.1%
UPS vs MMM
+51.9%
-15.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | -3.7% | -2.6% | -1.1% | -2.6% |
| 30D | -3.7% | -9.3% | +5.6% | +0.5% |
| 3M | -6.6% | +5.6% | -12.1% | -9.1% |
| 6M | +2.6% | +9.5% | -6.9% | -2.1% |
| YTD | +4.8% | +4.1% | +0.6% | +2.0% |
| 1Y | +25.3% | +9.4% | +15.9% | +18.9% |
| 3Y | -26.9% | +101.0% | -127.8% | -50.1% |
| 5Y | -33.5% | +26.1% | -59.6% | -42.7% |
| 10Y | +36.1% | +54.7% | -18.7% | +0.8% |
| All | +36.1% | +51.9% | -15.8% | +0.8% |
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