+43.7%
UPS vs MMM
+84.0%
-40.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +1.7% | +7.0% | -5.2% | -1.3% |
| 30D | +17.4% | +18.4% | -1.0% | +8.8% |
| 3M | +7.7% | +4.5% | +3.3% | +5.4% |
| 6M | +13.8% | +33.4% | -19.6% | -0.6% |
| YTD | +17.3% | +20.0% | -2.7% | +7.0% |
| 1Y | +27.2% | +15.0% | +12.1% | +18.3% |
| 3Y | -5.6% | +165.0% | -170.6% | -43.6% |
| 5Y | -33.5% | +47.9% | -81.5% | -46.8% |
| 10Y | +43.7% | +79.6% | -36.0% | -0.2% |
| All | +43.7% | +84.0% | -40.3% | -0.2% |
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