+26.1%
MMM vs XEL
+29.4%
-3.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | -9.3% | -0.9% | -8.4% | -9.0% |
| 3M | +5.6% | -1.4% | +7.0% | +6.0% |
| 6M | +9.5% | -5.8% | +15.3% | +11.5% |
| YTD | +4.1% | +4.7% | -0.6% | +2.0% |
| 1Y | +9.4% | +9.1% | +0.3% | +5.1% |
| 3Y | +101.0% | +47.8% | +53.1% | +71.3% |
| 5Y | +26.1% | +29.0% | -2.9% | +11.7% |
| All | +26.1% | +29.4% | -3.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling