+28.8%
MMM vs XE
-62.6%
+91.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.4% |
| 7D | -0.8% | +25.1% | -25.9% | -0.7% |
| 30D | +14.4% | -11.5% | +25.9% | +14.6% |
| 3M | +1.8% | -44.7% | +46.5% | +2.4% |
| 6M | +31.3% | -64.5% | +95.8% | +32.4% |
| All | +28.8% | -62.6% | +91.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 10y: compounded portfolio wealth divided by compounded XE 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…
10y analysis · Full analysis span regression · 6 months rolling