+2,812.9%
MMM vs WM
+26,336.4%
-23,523.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -7.0% | -2.4% | -4.6% | -6.6% |
| 3M | +10.8% | +0.4% | +10.4% | +10.6% |
| 6M | +5.8% | -9.5% | +15.3% | +7.3% |
| YTD | +6.8% | +0.5% | +6.3% | +6.3% |
| 1Y | +10.4% | -1.1% | +11.5% | +10.1% |
| 3Y | +104.7% | +46.0% | +58.7% | +89.6% |
| 5Y | +23.6% | +51.8% | -28.3% | +13.4% |
| 10Y | +54.1% | +307.5% | -253.4% | +20.8% |
| All | +2,812.9% | +26,336.4% | -23,523.5% | +1,637.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling