+101.7%
MMM vs ITW
+20.5%
+81.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -8.0% | -9.4% | +1.4% | -0.9% |
| 3M | +9.4% | +7.1% | +2.3% | +3.3% |
| 6M | +10.2% | -1.9% | +12.1% | +11.3% |
| YTD | +6.1% | +10.4% | -4.3% | -2.3% |
| 1Y | +10.8% | +3.3% | +7.5% | +7.4% |
| All | +101.7% | +20.5% | +81.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling