+99.4%
WMT vs MMM
+99.5%
-0.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -0.2% | -2.6% | +2.3% | +0.1% |
| 30D | -5.8% | -9.3% | +3.5% | -4.4% |
| 3M | -10.8% | +5.6% | -16.3% | -11.5% |
| 6M | -14.3% | +9.5% | -23.8% | -15.7% |
| YTD | -4.4% | +4.1% | -8.5% | -5.2% |
| 1Y | +4.3% | +9.4% | -5.0% | +2.6% |
| All | +99.4% | +99.5% | -0.2% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling