An efficient beamforming design is proposed for continuous aperture array (CAPA)-based point-to-point multiple-input multiple-output (MIMO) systems. In contrast to conventional spatially discrete array (SPDA)-MIMO systems, whose optimal beamforming can be obtained using singular-value decomposition, CAPA-MIMO systems require solving the eigendecomposition of a Hermitian kernel operator, which is computationally prohibitive. To address this challenge, an explicit closed-form expression for the achievable rate of CAPA-MIMO systems is first derived as a function of the continuous transmit beamformer. Subsequently, an iterative weighted minimum mean-squared error (WMMSE) algorithm is proposed, directly addressing the CAPA-MIMO beamforming optimization without discretization approximation. Closed-form updates for each iteration of the WMMSE algorithm are derived via the calculus of variations (CoV) method. For low-complexity implementation, an equivalent matrix-based iterative solution is introduced using Gauss-Legendre quadrature. Our numerical results demonstrate that 1) CAPA-MIMO achieves substantial performance gain over the SPDA-MIMO, 2) the proposed WMMSE algorithm enhances performance while significantly reducing computational complexity compared to state-of-the-art Fourier-based approaches, and 3) the proposed WMMSE algorithm enables practical realization of parallel, non-interfering transmissions.