+12.0%
WBD vs MMM
+53.9%
-41.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.6% |
| 7D | -0.6% | -3.2% | +2.6% | +1.3% |
| 30D | +4.2% | -10.7% | +14.9% | +11.0% |
| 3M | +7.5% | +4.3% | +3.2% | +4.3% |
| 6M | +1.6% | +5.9% | -4.3% | -3.0% |
| YTD | -2.2% | +3.2% | -5.3% | -5.9% |
| 1Y | +124.9% | +8.0% | +116.9% | +110.5% |
| 3Y | +149.1% | +99.1% | +50.0% | +60.0% |
| 5Y | +7.8% | +25.7% | -17.9% | -10.1% |
| All | +12.0% | +53.9% | -41.9% | -16.7% |
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