+132.4%
MMM vs W
+210.4%
-78.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.3% |
| 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% | +20.1% |
| YTD | +17.3% | +11.3% | +6.0% | +14.1% |
| 1Y | +15.1% | +13.2% | +1.9% | +11.6% |
| 3Y | +157.1% | +142.0% | +15.1% | +123.1% |
| 5Y | +45.1% | -54.6% | +99.7% | +33.9% |
| 10Y | +83.9% | +243.7% | -159.8% | +36.4% |
| All | +132.4% | +210.4% | -78.0% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling