+172.7%
WMT vs MMM
+46.7%
+126.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +12.4% | +14.4% | -2.0% | +9.8% |
| 3M | +9.0% | +1.8% | +7.3% | +8.6% |
| 6M | -3.0% | +31.3% | -34.3% | -7.4% |
| YTD | +14.0% | +18.0% | -4.0% | +10.6% |
| 1Y | +23.0% | +10.9% | +12.1% | +20.5% |
| 3Y | +135.1% | +160.6% | -25.5% | +101.0% |
| 5Y | +172.7% | +44.5% | +128.3% | +159.1% |
| All | +172.7% | +46.7% | +126.1% | +159.1% |
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 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