+555.3%
MMM vs WTW
+1,139.1%
-583.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | -8.0% | -5.6% | -2.4% | -6.3% |
| 3M | +9.4% | +26.5% | -17.1% | +0.7% |
| 6M | +10.2% | +8.1% | +2.1% | +6.3% |
| YTD | +6.1% | -0.3% | +6.4% | +4.7% |
| 1Y | +10.8% | -0.9% | +11.6% | +9.3% |
| 3Y | +104.8% | +66.6% | +38.2% | +69.0% |
| 5Y | +27.0% | +54.0% | -26.9% | +6.8% |
| 10Y | +53.8% | +198.1% | -144.4% | +2.5% |
| All | +555.3% | +1,139.1% | -583.8% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WTW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling