+421.1%
WMT vs MMM
+53.9%
+367.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -3.2% | +0.8% | -1.8% |
| 30D | -6.4% | -10.7% | +4.3% | -4.1% |
| 3M | -12.1% | +4.3% | -16.4% | -13.0% |
| 6M | -15.0% | +5.9% | -20.9% | -16.3% |
| YTD | -4.5% | +3.2% | -7.7% | -5.5% |
| 1Y | +6.2% | +8.0% | -1.8% | +3.8% |
| 3Y | +99.9% | +99.1% | +0.8% | +67.9% |
| 5Y | +131.4% | +25.7% | +105.7% | +116.7% |
| All | +421.1% | +53.9% | +367.2% | +364.1% |
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