+493.3%
MMM vs WYNN
+1,177.3%
-684.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -3.2% | -3.4% | +0.2% | -2.6% |
| 30D | -10.7% | -15.4% | +4.7% | -8.0% |
| 3M | +4.3% | -15.8% | +20.1% | +7.4% |
| 6M | +5.9% | -13.5% | +19.4% | +8.4% |
| YTD | +3.2% | -26.0% | +29.1% | +8.4% |
| 1Y | +8.0% | -27.4% | +35.4% | +13.4% |
| 3Y | +99.1% | -3.7% | +102.8% | +96.0% |
| 5Y | +25.7% | -9.8% | +35.5% | +21.1% |
| 10Y | +53.3% | +1.1% | +52.2% | +31.4% |
| All | +493.3% | +1,177.3% | -684.0% | +250.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling