+78.8%
MMM vs WM
+327.3%
-248.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +7.0% | +1.2% | +5.8% | +6.5% |
| 30D | +18.4% | +13.7% | +4.7% | +11.9% |
| 3M | +4.5% | +5.2% | -0.7% | +2.0% |
| 6M | +33.4% | +11.2% | +22.2% | +26.5% |
| YTD | +20.0% | +9.4% | +10.5% | +13.6% |
| 1Y | +15.0% | +20.4% | -5.4% | +3.9% |
| 3Y | +165.0% | +44.7% | +120.3% | +113.1% |
| 5Y | +47.9% | +58.5% | -10.6% | +11.1% |
| All | +78.8% | +327.3% | -248.4% | -22.7% |
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