+2,812.9%
MMM vs ITW
+9,591.0%
-6,778.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.3% | -3.6% | +0.2% | -1.5% |
| 30D | -7.0% | -9.1% | +2.1% | -2.4% |
| 3M | +10.8% | +8.2% | +2.6% | +6.3% |
| 6M | +5.8% | -4.8% | +10.5% | +8.3% |
| YTD | +6.8% | +11.0% | -4.3% | +1.1% |
| 1Y | +10.4% | +4.2% | +6.1% | +7.9% |
| 3Y | +104.7% | +17.3% | +87.4% | +88.7% |
| 5Y | +23.6% | +33.0% | -9.4% | +7.0% |
| 10Y | +54.1% | +182.3% | -128.2% | -7.1% |
| All | +2,812.9% | +9,591.0% | -6,778.1% | +409.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling