+157.3%
MMM vs WMB
+121.9%
+35.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +7.8% | -8.6% | -2.2% |
| 30D | +11.7% | -5.1% | +16.8% | +12.4% |
| 3M | +1.0% | -4.7% | +5.7% | +1.4% |
| 6M | +26.0% | -7.4% | +33.5% | +27.0% |
| YTD | +16.3% | +17.5% | -1.1% | +8.6% |
| 1Y | +9.6% | +19.5% | -9.8% | +1.7% |
| 3Y | +157.3% | +121.3% | +36.1% | +91.9% |
| All | +157.3% | +121.9% | +35.5% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling