+653.4%
WDC vs MMM
+88.0%
+565.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +8.7% |
| 7D | -14.4% | +5.8% | -20.2% | -17.7% |
| 30D | -27.1% | +17.9% | -45.0% | -34.8% |
| 3M | -33.3% | +3.6% | -36.8% | -35.3% |
| 6M | -39.6% | +32.9% | -72.5% | -50.7% |
| YTD | +68.4% | +19.5% | +48.9% | +46.6% |
| 1Y | +78.2% | +16.5% | +61.6% | +57.5% |
| 3Y | +772.0% | +167.2% | +604.9% | +307.9% |
| 5Y | +584.9% | +48.2% | +536.7% | +404.6% |
| 10Y | +653.4% | +83.0% | +570.4% | +377.4% |
| All | +653.4% | +88.0% | +565.4% | +377.4% |
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