+4.2%
WBD vs MMM
+28.6%
-24.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -0.7% | -1.6% | +0.9% | +0.2% |
| 30D | +5.0% | -8.0% | +13.0% | +10.3% |
| 3M | +6.2% | +9.4% | -3.1% | 0.0% |
| 6M | +0.6% | +10.2% | -9.6% | -6.4% |
| YTD | -2.4% | +6.1% | -8.5% | -7.9% |
| 1Y | +127.7% | +10.8% | +116.9% | +108.8% |
| 3Y | +148.4% | +104.8% | +43.6% | +50.9% |
| 5Y | +4.2% | +27.0% | -22.8% | -2.7% |
| All | +4.2% | +28.6% | -24.4% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling