+158.4%
MMM vs GWW
+93.2%
+65.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -0.4% | +3.6% | -3.9% | -2.1% |
| 30D | +12.1% | +12.1% | 0.0% | +6.5% |
| 3M | +1.4% | +12.9% | -11.5% | -4.1% |
| 6M | +26.6% | +19.3% | +7.3% | +16.1% |
| YTD | +16.8% | +48.7% | -31.9% | -4.7% |
| 1Y | +10.1% | +60.5% | -50.4% | -13.8% |
| 3Y | +158.4% | +93.3% | +65.2% | +104.5% |
| All | +158.4% | +93.2% | +65.2% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling