+3,251.6%
MMM vs WM
+28,817.6%
-25,566.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.3% |
| 7D | +12.2% | +5.9% | +6.3% | +11.1% |
| 30D | +18.8% | +15.4% | +3.4% | +15.8% |
| 3M | +7.4% | +6.3% | +1.0% | +6.1% |
| 6M | +38.3% | +5.6% | +32.7% | +36.7% |
| YTD | +22.9% | +9.9% | +12.9% | +20.3% |
| 1Y | +23.0% | +20.8% | +2.2% | +18.4% |
| 3Y | +168.4% | +48.5% | +119.9% | +148.0% |
| 5Y | +53.0% | +60.6% | -7.6% | +38.9% |
| 10Y | +92.6% | +349.8% | -257.2% | +48.3% |
| All | +3,251.6% | +28,817.6% | -25,566.0% | +1,867.1% |
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 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