-18.7%
WBD vs MMM
+56.2%
-74.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +2.0% | +5.0% | -3.0% | -1.1% |
| 30D | +34.8% | +13.4% | +21.4% | +25.0% |
| 3M | +113.8% | +9.1% | +104.7% | +103.4% |
| 6M | +154.1% | +19.4% | +134.7% | +128.2% |
| YTD | +118.1% | +32.6% | +85.5% | +86.4% |
| 1Y | +147.1% | +29.3% | +117.7% | +114.0% |
| 3Y | +94.7% | +70.8% | +23.8% | +39.5% |
| 5Y | +2.7% | +44.0% | -41.2% | -19.8% |
| All | -18.7% | +56.2% | -74.9% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling