+38.3%
MMM vs WM
+5.9%
+32.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.3% |
| 7D | +12.2% | +5.9% | +6.3% | +11.7% |
| 30D | +18.8% | +15.4% | +3.4% | +18.2% |
| 3M | +7.4% | +6.3% | +1.0% | +6.5% |
| 6M | +38.3% | +5.6% | +32.7% | +37.1% |
| All | +38.3% | +5.9% | +32.4% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling