+158.4%
MMM vs WTW
+44.7%
+113.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -0.4% | +2.0% | -2.4% | -0.9% |
| 30D | +12.1% | +12.9% | -0.7% | +8.6% |
| 3M | +1.4% | +0.7% | +0.7% | +1.1% |
| 6M | +26.6% | +39.5% | -12.9% | +14.4% |
| YTD | +16.8% | +3.1% | +13.7% | +16.7% |
| 1Y | +10.1% | +4.8% | +5.3% | +9.0% |
| 3Y | +158.4% | +42.9% | +115.5% | +144.1% |
| All | +158.4% | +44.7% | +113.7% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling