+26.1%
MMM vs ITW
+33.8%
-7.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -0.6% |
| 7D | -2.6% | -1.9% | -0.7% | -1.2% |
| 30D | -9.3% | -10.4% | +1.1% | -1.6% |
| 3M | +5.6% | +3.5% | +2.1% | +2.5% |
| 6M | +9.5% | -3.4% | +12.8% | +11.8% |
| YTD | +4.1% | +8.5% | -4.4% | -2.6% |
| 1Y | +9.4% | +3.2% | +6.1% | +6.1% |
| 3Y | +101.0% | +18.9% | +82.1% | +73.9% |
| 5Y | +26.1% | +35.0% | -8.9% | -3.1% |
| All | +26.1% | +33.8% | -7.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling