+559.3%
MMM vs WTW
+1,174.9%
-615.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.8% |
| 7D | -3.3% | -2.6% | -0.7% | -2.5% |
| 30D | -7.0% | -1.0% | -6.0% | -6.8% |
| 3M | +10.8% | +29.9% | -19.1% | +1.2% |
| 6M | +5.8% | +10.7% | -4.9% | +1.2% |
| YTD | +6.8% | +2.6% | +4.2% | +4.4% |
| 1Y | +10.4% | +2.8% | +7.6% | +7.7% |
| 3Y | +104.7% | +67.3% | +37.4% | +68.8% |
| 5Y | +23.6% | +56.6% | -33.1% | +3.3% |
| 10Y | +54.1% | +204.1% | -149.9% | +2.0% |
| All | +559.3% | +1,174.9% | -615.6% | +230.0% |
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