+167.2%
MMM vs WU
-21.7%
+188.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.8% | +9.1% | -3.3% | +3.8% |
| 30D | +17.9% | +12.1% | +5.8% | +15.1% |
| 3M | +3.6% | +0.3% | +3.2% | +3.1% |
| 6M | +32.9% | -19.1% | +52.0% | +37.8% |
| YTD | +19.5% | -19.2% | +38.7% | +23.6% |
| 1Y | +16.5% | -15.3% | +31.8% | +19.0% |
| 3Y | +167.2% | -21.3% | +188.5% | +170.7% |
| All | +167.2% | -21.7% | +188.9% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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