+928.6%
WDC vs MMM
+24.5%
+904.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +1.7% | -3.3% | +5.1% | +3.6% |
| 30D | -10.0% | -7.0% | -2.9% | -6.5% |
| 3M | -18.8% | +10.8% | -29.6% | -23.7% |
| 6M | +79.0% | +5.8% | +73.3% | +72.2% |
| YTD | +171.6% | +6.8% | +164.8% | +158.6% |
| 1Y | +417.4% | +10.4% | +407.0% | +380.2% |
| 3Y | +1,251.8% | +104.7% | +1,147.1% | +763.2% |
| All | +928.6% | +24.5% | +904.1% | +854.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling