+160.8%
MMM vs WM
+50.2%
+110.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | +5.9% | +4.5% | +1.4% | +5.2% |
| 30D | +14.7% | +16.1% | -1.3% | +12.5% |
| 3M | +3.6% | +8.0% | -4.5% | +2.4% |
| 6M | +32.7% | +8.4% | +24.3% | +31.0% |
| YTD | +18.9% | +11.2% | +7.7% | +16.2% |
| 1Y | +16.4% | +22.3% | -5.9% | +11.3% |
| All | +160.8% | +50.2% | +110.5% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling