+55.0%
MMM vs W
+146.8%
-91.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -3.3% | -4.2% | +0.9% | -2.9% |
| 30D | -7.0% | -7.6% | +0.5% | -6.3% |
| 3M | +10.8% | +37.2% | -26.3% | +6.3% |
| 6M | +5.8% | +26.3% | -20.6% | +1.9% |
| YTD | +6.8% | -1.0% | +7.7% | +5.0% |
| 1Y | +10.4% | +20.1% | -9.7% | +5.7% |
| 3Y | +104.7% | +37.8% | +66.9% | +84.0% |
| 5Y | +23.6% | -63.7% | +87.2% | +16.0% |
| All | +55.0% | +146.8% | -91.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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