+54.4%
MMM vs WM
+306.5%
-252.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.7% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -7.0% | -2.4% | -4.6% | -6.1% |
| 3M | +10.8% | +0.4% | +10.4% | +10.1% |
| 6M | +5.8% | -9.5% | +15.3% | +9.7% |
| YTD | +6.8% | +0.5% | +6.3% | +5.1% |
| 1Y | +10.4% | -1.1% | +11.5% | +9.2% |
| 3Y | +104.7% | +46.0% | +58.7% | +62.2% |
| 5Y | +23.6% | +51.8% | -28.3% | -6.1% |
| All | +54.4% | +306.5% | -252.1% | -32.6% |
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