+621.4%
MMM vs WTW
+1,181.4%
-560.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | -0.4% | +2.0% | -2.4% | -1.0% |
| 30D | +12.1% | +12.9% | -0.7% | +7.8% |
| 3M | +1.4% | +0.7% | +0.7% | +1.0% |
| 6M | +26.6% | +39.5% | -12.9% | +12.7% |
| YTD | +16.8% | +3.1% | +13.7% | +13.8% |
| 1Y | +10.1% | +4.8% | +5.3% | +6.7% |
| 3Y | +158.4% | +42.9% | +115.5% | +124.8% |
| 5Y | +43.1% | +55.3% | -12.2% | +20.0% |
| 10Y | +74.2% | +217.2% | -143.0% | +13.8% |
| All | +621.4% | +1,181.4% | -560.0% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling