+10,029.5%
WDC vs MMM
+3,144.9%
+6,884.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | -28.0% | +6.2% | -34.2% | -30.8% |
| 30D | -34.9% | +14.2% | -49.1% | -40.2% |
| 3M | -41.6% | +2.9% | -44.5% | -43.0% |
| 6M | -45.4% | +27.6% | -72.9% | -53.3% |
| YTD | +53.3% | +17.3% | +36.0% | +37.0% |
| 1Y | +61.5% | +15.1% | +46.4% | +45.8% |
| 3Y | +712.3% | +157.1% | +555.2% | +340.7% |
| 5Y | +524.2% | +45.1% | +479.1% | +373.1% |
| 10Y | +616.5% | +83.9% | +532.6% | +374.3% |
| All | +10,029.5% | +3,144.9% | +6,884.6% | +1,579.4% |
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 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