+83.0%
MMM vs WAT
+232.2%
-149.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +0.4% |
| 7D | +5.8% | +6.0% | -0.3% | +3.6% |
| 30D | +17.9% | +9.9% | +8.0% | +14.0% |
| 3M | +3.6% | +17.2% | -13.6% | -2.2% |
| 6M | +32.9% | +34.2% | -1.3% | +19.0% |
| YTD | +19.5% | +25.5% | -6.0% | +8.4% |
| 1Y | +16.5% | +28.3% | -11.7% | +4.8% |
| 3Y | +167.2% | +88.4% | +78.8% | +98.5% |
| 5Y | +48.2% | +36.1% | +12.1% | +22.5% |
| 10Y | +83.0% | +234.8% | -151.8% | +2.3% |
| All | +83.0% | +232.2% | -149.2% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling