+10,632.1%
WMT vs MMM
+3,164.0%
+7,468.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +12.4% | +14.4% | -2.0% | +7.2% |
| 3M | +9.0% | +1.8% | +7.3% | +8.1% |
| 6M | -3.0% | +31.3% | -34.3% | -12.1% |
| YTD | +14.0% | +18.0% | -4.0% | +6.7% |
| 1Y | +23.0% | +10.9% | +12.1% | +17.5% |
| 3Y | +135.1% | +160.6% | -25.5% | +60.4% |
| 5Y | +172.7% | +44.5% | +128.3% | +125.6% |
| 10Y | +528.1% | +75.9% | +452.2% | +356.9% |
| All | +10,632.1% | +3,164.0% | +7,468.1% | +1,496.1% |
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 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