+3,087.2%
MMM vs WY
+612.4%
+2,474.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | +12.1% | +10.1% | +2.0% | +8.5% |
| 3M | +1.4% | -15.4% | +16.8% | +7.2% |
| 6M | +26.6% | -8.3% | +34.9% | +29.8% |
| YTD | +16.8% | -9.8% | +26.6% | +20.1% |
| 1Y | +10.1% | -3.9% | +14.0% | +10.6% |
| 3Y | +158.4% | -23.3% | +181.7% | +178.2% |
| 5Y | +43.1% | -31.2% | +74.3% | +58.4% |
| 10Y | +74.2% | +5.5% | +68.6% | +55.2% |
| All | +3,087.2% | +612.4% | +2,474.7% | +1,340.3% |
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