+130.8%
WMT vs MMM
+24.9%
+105.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -0.2% | -2.6% | +2.3% | +0.2% |
| 30D | -5.8% | -9.3% | +3.5% | -4.3% |
| 3M | -10.8% | +5.6% | -16.3% | -11.6% |
| 6M | -14.3% | +9.5% | -23.8% | -15.8% |
| YTD | -4.4% | +4.1% | -8.5% | -5.3% |
| 1Y | +4.3% | +9.4% | -5.0% | +2.4% |
| 3Y | +100.1% | +101.0% | -0.9% | +78.8% |
| 5Y | +130.8% | +26.1% | +104.7% | +122.1% |
| All | +130.8% | +24.9% | +105.9% | +122.1% |
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