+134.0%
WFC vs MMM
+88.0%
+46.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +0.8% |
| 7D | +0.1% | +5.8% | -5.6% | -3.2% |
| 30D | +2.9% | +17.9% | -15.0% | -6.4% |
| 3M | -1.4% | +3.6% | -5.0% | -3.9% |
| 6M | +14.3% | +32.9% | -18.6% | -3.6% |
| YTD | -6.2% | +19.5% | -25.7% | -16.7% |
| 1Y | +1.6% | +16.5% | -14.9% | -8.6% |
| 3Y | +126.9% | +167.2% | -40.2% | +15.6% |
| 5Y | +94.0% | +48.2% | +45.7% | +46.8% |
| 10Y | +134.0% | +83.0% | +51.0% | +28.9% |
| All | +134.0% | +88.0% | +46.0% | +28.9% |
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 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