+2,812.9%
MMM vs WY
+688.1%
+2,124.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -3.3% | -1.7% | -1.6% | -2.7% |
| 30D | -7.0% | -10.1% | +3.1% | -3.6% |
| 3M | +10.8% | -5.1% | +16.0% | +12.5% |
| 6M | +5.8% | -4.8% | +10.5% | +7.1% |
| YTD | +6.8% | -0.2% | +7.0% | +6.2% |
| 1Y | +10.4% | -6.6% | +17.0% | +12.1% |
| 3Y | +104.7% | -22.7% | +127.4% | +119.9% |
| 5Y | +23.6% | -22.2% | +45.8% | +31.1% |
| 10Y | +54.1% | +7.3% | +46.8% | +36.4% |
| All | +2,812.9% | +688.1% | +2,124.8% | +1,173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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