+26.9%
MMM vs WYNN
-11.0%
+37.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -2.1% | -4.2% | +2.1% | -1.3% |
| 30D | -9.8% | -14.6% | +4.8% | -6.9% |
| 3M | +4.9% | -18.4% | +23.3% | +9.2% |
| 6M | +7.3% | -11.9% | +19.2% | +9.8% |
| YTD | +4.5% | -26.6% | +31.1% | +10.7% |
| 1Y | +5.4% | -28.5% | +33.9% | +11.7% |
| 3Y | +98.6% | -5.1% | +103.7% | +94.0% |
| All | +26.9% | -11.0% | +37.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 5y: compounded portfolio wealth divided by compounded WYNN 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…
5y analysis · Full analysis span regression · 6 months rolling