+51.2%
MMM vs WPM
+545.0%
-493.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.7% |
| 7D | -3.2% | -3.6% | +0.4% | -3.0% |
| 30D | -10.7% | +12.5% | -23.2% | -11.6% |
| 3M | +4.3% | +40.6% | -36.3% | +1.4% |
| 6M | +5.9% | +0.5% | +5.4% | +5.2% |
| YTD | +3.2% | +29.0% | -25.9% | +0.7% |
| 1Y | +8.0% | +43.8% | -35.8% | +4.5% |
| 3Y | +99.1% | +266.3% | -167.2% | +79.8% |
| 5Y | +25.7% | +255.1% | -229.4% | +12.5% |
| All | +51.2% | +545.0% | -493.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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