+298.2%
WBD vs MMM
+403.5%
-105.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | -3.3% | +1.5% | +0.3% |
| 30D | +8.8% | -7.0% | +15.8% | +13.9% |
| 3M | +4.6% | +10.8% | -6.2% | -2.8% |
| 6M | +1.1% | +5.8% | -4.7% | -4.0% |
| YTD | -2.0% | +6.8% | -8.7% | -8.3% |
| 1Y | +140.0% | +10.4% | +129.6% | +119.9% |
| 3Y | +144.4% | +104.7% | +39.7% | +45.2% |
| 5Y | -0.2% | +23.6% | -23.8% | -17.7% |
| 10Y | +9.1% | +54.1% | -45.0% | -28.2% |
| All | +298.2% | +403.5% | -105.3% | +13.7% |
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 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