+682.0%
WDC vs MMM
+75.7%
+606.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.2% |
| 7D | +16.3% | -0.8% | +17.1% | +17.0% |
| 30D | -18.3% | +14.4% | -32.7% | -25.6% |
| 3M | -31.4% | +1.8% | -33.2% | -32.8% |
| 6M | -36.3% | +31.3% | -67.6% | -47.6% |
| YTD | +80.8% | +18.0% | +62.9% | +58.6% |
| 1Y | +87.7% | +10.9% | +76.8% | +71.5% |
| 3Y | +819.4% | +160.6% | +658.8% | +336.9% |
| 5Y | +583.2% | +44.5% | +538.7% | +412.7% |
| All | +682.0% | +75.7% | +606.2% | +386.4% |
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