+219.5%
WBD vs MMM
+383.5%
-163.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +1.0% | -1.0% | +2.0% | +1.6% |
| 30D | +26.7% | +5.7% | +21.1% | +22.4% |
| 3M | +91.1% | +9.1% | +82.0% | +81.0% |
| 6M | +164.8% | +20.0% | +144.8% | +134.9% |
| YTD | +114.5% | +29.5% | +84.9% | +82.9% |
| 1Y | +141.9% | +26.3% | +115.6% | +109.6% |
| 3Y | +120.7% | +78.1% | +42.7% | +47.4% |
| 5Y | +8.3% | +46.0% | -37.7% | -18.8% |
| 10Y | -21.9% | +72.5% | -94.4% | -51.5% |
| All | +219.5% | +383.5% | -163.9% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling