+78.1%
MMM vs WM
+331.3%
-253.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | +14.4% | +15.2% | -0.8% | +7.5% |
| 3M | +1.8% | +8.3% | -6.6% | -1.9% |
| 6M | +31.3% | +13.1% | +18.2% | +23.5% |
| YTD | +18.0% | +12.5% | +5.4% | +10.4% |
| 1Y | +10.9% | +21.8% | -10.9% | -0.2% |
| 3Y | +160.6% | +48.8% | +111.8% | +107.0% |
| 5Y | +44.5% | +62.1% | -17.6% | +7.5% |
| All | +78.1% | +331.3% | -253.2% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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