+97.9%
MMM vs WTW
+60.9%
+37.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.0% |
| 7D | -2.6% | -7.1% | +4.5% | -0.8% |
| 30D | -9.3% | -8.5% | -0.8% | -7.3% |
| 3M | +5.6% | +20.6% | -15.0% | -0.1% |
| 6M | +9.5% | +7.2% | +2.3% | +7.0% |
| YTD | +4.1% | -3.9% | +8.0% | +5.7% |
| 1Y | +9.4% | -3.6% | +13.0% | +10.7% |
| All | +97.9% | +60.9% | +37.0% | +80.4% |
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