+158.4%
MMM vs WAT
+82.3%
+76.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +12.1% | +5.4% | +6.7% | +10.6% |
| 3M | +1.4% | +11.3% | -9.9% | -1.5% |
| 6M | +26.6% | +37.4% | -10.8% | +16.0% |
| YTD | +16.8% | +21.2% | -4.3% | +9.9% |
| 1Y | +10.1% | +21.3% | -11.3% | +3.5% |
| 3Y | +158.4% | +83.4% | +75.0% | +122.3% |
| All | +158.4% | +82.3% | +76.1% | +122.3% |
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 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