+26.1%
MMM vs GWW
+221.1%
-195.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -2.6% | -0.5% | -2.1% | -2.4% |
| 30D | -9.3% | -1.4% | -7.9% | -8.8% |
| 3M | +5.6% | -3.6% | +9.2% | +7.0% |
| 6M | +9.5% | +15.1% | -5.7% | +2.0% |
| YTD | +4.1% | +27.5% | -23.3% | -7.8% |
| 1Y | +9.4% | +29.6% | -20.2% | -4.1% |
| 3Y | +101.0% | +90.1% | +10.9% | +48.3% |
| 5Y | +26.1% | +222.6% | -196.5% | -25.9% |
| All | +26.1% | +221.1% | -195.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling