+391.0%
MMM vs WU
-19.6%
+410.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -7.0% | -1.1% | -5.9% | -6.8% |
| 3M | +10.8% | -3.9% | +14.7% | +10.6% |
| 6M | +5.8% | -20.7% | +26.4% | +12.3% |
| YTD | +6.8% | -18.4% | +25.1% | +12.1% |
| 1Y | +10.4% | -8.1% | +18.4% | +10.4% |
| 3Y | +104.7% | -24.2% | +128.8% | +114.8% |
| 5Y | +23.6% | -50.4% | +74.0% | +48.0% |
| 10Y | +54.1% | -40.0% | +94.2% | +68.0% |
| All | +391.0% | -19.6% | +410.6% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling