+53.8%
MMM vs WAT
+153.6%
-99.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -8.0% | -1.0% | -7.0% | -7.8% |
| 3M | +9.4% | +10.9% | -1.5% | +5.3% |
| 6M | +10.2% | +33.2% | -22.9% | -1.6% |
| YTD | +6.1% | +6.1% | 0.0% | +2.3% |
| 1Y | +10.8% | +30.2% | -19.4% | -1.5% |
| 3Y | +104.8% | +52.9% | +51.9% | +63.9% |
| 5Y | +27.0% | -5.1% | +32.2% | +21.0% |
| 10Y | +53.8% | +152.6% | -98.9% | -7.0% |
| All | +53.8% | +153.6% | -99.9% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling