+9,012.0%
WMT vs MMM
+2,854.2%
+6,157.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | -3.3% | +7.2% | +5.1% |
| 30D | -4.4% | -7.0% | +2.6% | -2.0% |
| 3M | -8.8% | +10.8% | -19.6% | -12.1% |
| 6M | -15.6% | +5.8% | -21.4% | -17.7% |
| YTD | -3.2% | +6.8% | -10.0% | -6.1% |
| 1Y | +7.0% | +10.4% | -3.3% | +2.3% |
| 3Y | +105.3% | +104.7% | +0.6% | +52.5% |
| 5Y | +129.3% | +23.6% | +105.7% | +100.7% |
| 10Y | +423.9% | +54.1% | +369.8% | +300.1% |
| All | +9,012.0% | +2,854.2% | +6,157.8% | +1,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling