+47.2%
MMM vs WM
+62.1%
-14.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.4% |
| 7D | +5.9% | +4.5% | +1.4% | +4.9% |
| 30D | +14.7% | +16.1% | -1.3% | +11.0% |
| 3M | +3.6% | +8.0% | -4.5% | +1.7% |
| 6M | +32.7% | +8.4% | +24.3% | +29.9% |
| YTD | +18.9% | +11.2% | +7.7% | +15.1% |
| 1Y | +16.4% | +22.3% | -5.9% | +9.6% |
| 3Y | +159.8% | +50.2% | +109.6% | +128.7% |
| 5Y | +47.2% | +63.3% | -16.1% | +25.2% |
| All | +47.2% | +62.1% | -14.9% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling