+83.0%
MMM vs WCC
+492.1%
-409.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | -0.1% |
| 7D | +5.8% | -5.7% | +11.4% | +6.7% |
| 30D | +17.9% | -13.5% | +31.4% | +21.3% |
| 3M | +3.6% | -12.9% | +16.5% | +5.9% |
| 6M | +32.9% | -10.7% | +43.6% | +34.0% |
| YTD | +19.5% | +30.0% | -10.5% | +8.4% |
| 1Y | +16.5% | +24.7% | -8.2% | +6.7% |
| 3Y | +167.2% | +136.6% | +30.6% | +99.0% |
| 5Y | +48.2% | +143.9% | -95.7% | +5.0% |
| 10Y | +83.0% | +465.9% | -382.9% | -5.1% |
| All | +83.0% | +492.1% | -409.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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