+80.3%
MMM vs WM
+339.4%
-259.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.5% |
| 7D | +6.2% | +1.2% | +5.0% | +5.7% |
| 30D | +14.2% | +13.1% | +1.1% | +8.2% |
| 3M | +2.9% | +3.6% | -0.7% | +1.1% |
| 6M | +27.6% | +8.1% | +19.5% | +22.4% |
| YTD | +17.3% | +8.9% | +8.4% | +11.3% |
| 1Y | +15.1% | +20.3% | -5.2% | +4.0% |
| 3Y | +157.1% | +46.2% | +111.0% | +105.5% |
| 5Y | +45.1% | +59.9% | -14.8% | +8.2% |
| All | +80.3% | +339.4% | -259.1% | -23.6% |
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