+106.6%
MMM vs WU
-24.9%
+131.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | -7.0% | -1.1% | -5.9% | -6.9% |
| 3M | +10.8% | -3.9% | +14.7% | +10.5% |
| 6M | +5.8% | -20.7% | +26.4% | +10.4% |
| YTD | +6.8% | -18.4% | +25.1% | +10.6% |
| 1Y | +10.4% | -8.1% | +18.4% | +10.3% |
| All | +106.6% | -24.9% | +131.5% | +109.0% |
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