+83.0%
MMM vs WMB
+267.9%
-184.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | +5.8% | -6.7% | +12.4% | +7.5% |
| 30D | +17.9% | -8.6% | +26.5% | +20.3% |
| 3M | +3.6% | -4.9% | +8.5% | +4.4% |
| 6M | +32.9% | -6.3% | +39.2% | +33.9% |
| YTD | +19.5% | +13.0% | +6.5% | +13.4% |
| 1Y | +16.5% | +14.9% | +1.6% | +9.9% |
| 3Y | +167.2% | +113.4% | +53.8% | +106.8% |
| 5Y | +48.2% | +190.2% | -141.9% | +4.0% |
| 10Y | +83.0% | +259.9% | -176.8% | +15.7% |
| All | +83.0% | +267.9% | -184.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling