+25.3%
UPS vs MMM
+8.6%
+16.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.6% |
| 7D | -3.7% | -2.6% | -1.1% | -2.8% |
| 30D | -3.7% | -9.3% | +5.6% | -0.6% |
| 3M | -6.6% | +5.6% | -12.1% | -8.6% |
| 6M | +2.6% | +9.5% | -6.9% | -1.2% |
| YTD | +4.8% | +4.1% | +0.6% | +2.3% |
| 1Y | +25.3% | +9.4% | +15.9% | +20.6% |
| All | +25.3% | +8.6% | +16.7% | +20.6% |
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 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