+104.9%
MMM vs WAT
+46.1%
+58.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -7.0% | +2.3% | -9.4% | -7.6% |
| 3M | +10.8% | +8.7% | +2.1% | +8.3% |
| 6M | +5.8% | +28.3% | -22.5% | -1.5% |
| YTD | +6.8% | +7.8% | -1.0% | +3.8% |
| 1Y | +10.4% | +36.6% | -26.2% | +0.3% |
| All | +104.9% | +46.1% | +58.7% | +80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling