+79.6%
MMM vs WWD
+460.9%
-381.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +7.0% | +0.4% | +6.5% | +6.7% |
| 30D | +18.4% | -0.4% | +18.8% | +18.1% |
| 3M | +4.5% | -6.1% | +10.6% | +6.1% |
| 6M | +33.4% | -9.5% | +42.9% | +36.4% |
| YTD | +20.0% | +10.8% | +9.1% | +13.9% |
| 1Y | +15.0% | +23.5% | -8.5% | +4.8% |
| 3Y | +165.0% | +151.3% | +13.7% | +86.8% |
| 5Y | +47.9% | +187.8% | -139.9% | -2.6% |
| 10Y | +79.6% | +461.1% | -381.5% | -2.9% |
| All | +79.6% | +460.9% | -381.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling