+10,793.7%
WMT vs MMM
+3,132.3%
+7,661.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | +10.3% | +12.1% | -1.9% | +5.9% |
| 3M | +11.0% | +1.4% | +9.5% | +10.2% |
| 6M | -2.3% | +26.6% | -28.9% | -10.4% |
| YTD | +15.7% | +16.8% | -1.1% | +8.6% |
| 1Y | +26.0% | +10.1% | +15.9% | +20.6% |
| 3Y | +136.5% | +158.4% | -21.9% | +61.8% |
| 5Y | +176.8% | +43.1% | +133.8% | +129.8% |
| 10Y | +537.5% | +74.2% | +463.4% | +365.3% |
| All | +10,793.7% | +3,132.3% | +7,661.4% | +1,525.3% |
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