+45.3%
MMM vs W
-54.5%
+99.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.2% |
| 7D | +6.2% | -3.6% | +9.8% | +6.7% |
| 30D | +14.2% | +7.0% | +7.2% | +13.3% |
| 3M | +2.9% | +7.4% | -4.5% | +1.9% |
| 6M | +27.6% | +69.3% | -41.7% | +18.6% |
| YTD | +17.3% | +11.3% | +6.0% | +13.5% |
| 1Y | +15.1% | +13.2% | +1.9% | +10.8% |
| 3Y | +157.1% | +142.0% | +15.1% | +115.2% |
| All | +45.3% | -54.5% | +99.8% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling