+51.2%
MMM vs ITW
+191.6%
-140.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.3% |
| 7D | -3.2% | -2.4% | -0.9% | -1.6% |
| 30D | -10.7% | -9.5% | -1.1% | -4.1% |
| 3M | +4.3% | +6.6% | -2.4% | -0.7% |
| 6M | +5.9% | -1.8% | +7.7% | +6.8% |
| YTD | +3.2% | +9.0% | -5.9% | -3.4% |
| 1Y | +8.0% | +3.6% | +4.4% | +4.8% |
| 3Y | +99.1% | +19.4% | +79.6% | +73.9% |
| 5Y | +25.7% | +36.4% | -10.7% | -0.8% |
| All | +51.2% | +191.6% | -140.4% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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