+83.0%
MMM vs W
+268.4%
-185.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.4% |
| 7D | +5.8% | +3.3% | +2.5% | +5.4% |
| 30D | +17.9% | +10.5% | +7.4% | +16.7% |
| 3M | +3.6% | +9.6% | -6.0% | +2.4% |
| 6M | +32.9% | +76.4% | -43.5% | +23.9% |
| YTD | +19.5% | +16.4% | +3.1% | +15.4% |
| 1Y | +16.5% | +9.3% | +7.2% | +13.1% |
| 3Y | +167.2% | +172.8% | -5.7% | +125.7% |
| 5Y | +48.2% | -53.4% | +101.6% | +35.7% |
| 10Y | +83.0% | +243.6% | -160.6% | +33.0% |
| All | +83.0% | +268.4% | -185.4% | +33.0% |
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