+106.6%
MMM vs WWD
+170.0%
-63.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | -3.3% | +1.3% | -4.6% | -3.7% |
| 30D | -7.0% | -7.2% | +0.1% | -5.0% |
| 3M | +10.8% | -3.8% | +14.7% | +11.6% |
| 6M | +5.8% | -9.9% | +15.7% | +8.4% |
| YTD | +6.8% | +14.8% | -8.1% | +0.8% |
| 1Y | +10.4% | +42.1% | -31.7% | -3.9% |
| All | +106.6% | +170.0% | -63.4% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling