+336.3%
WBD vs MMM
+387.4%
-51.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +54.1% | -37.0% | -14.3% |
| 7D | +17.1% | +54.1% | -37.0% | -14.3% |
| 30D | +17.1% | +54.1% | -37.0% | -14.3% |
| 3M | +17.1% | +54.1% | -37.0% | -14.3% |
| 6M | +17.1% | +54.1% | -37.0% | -14.3% |
| YTD | +17.1% | +54.1% | -37.0% | -14.3% |
| 1Y | +17.1% | +54.1% | -37.0% | -14.3% |
| 3Y | +17.1% | +54.1% | -37.0% | -14.3% |
| 5Y | +17.1% | +54.1% | -37.0% | -14.3% |
| 10Y | +11.8% | +56.5% | -44.7% | -19.1% |
| All | +336.3% | +387.4% | -51.2% | +41.9% |
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