+80.3%
MMM vs W
+238.4%
-158.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.2% |
| 7D | +6.2% | -3.6% | +9.8% | +6.6% |
| 30D | +14.2% | +7.0% | +7.2% | +13.4% |
| 3M | +2.9% | +7.4% | -4.5% | +2.0% |
| 6M | +27.6% | +69.3% | -41.7% | +19.4% |
| YTD | +17.3% | +11.3% | +6.0% | +13.8% |
| 1Y | +15.1% | +13.2% | +1.9% | +11.2% |
| 3Y | +157.1% | +142.0% | +15.1% | +119.7% |
| 5Y | +45.1% | -54.6% | +99.7% | +33.3% |
| All | +80.3% | +238.4% | -158.1% | +33.1% |
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