+10.1%
MMM vs WM
+21.5%
-11.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.4% | +3.2% | -3.6% | -0.5% |
| 30D | +12.1% | +13.0% | -0.9% | +12.2% |
| 3M | +1.4% | +9.2% | -7.8% | +1.2% |
| 6M | +26.6% | +13.6% | +12.9% | +26.8% |
| YTD | +16.8% | +12.4% | +4.4% | +14.4% |
| 1Y | +10.1% | +21.2% | -11.1% | +6.0% |
| All | +10.1% | +21.5% | -11.4% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling