+75.6%
MMM vs XHB
+237.3%
-161.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +11.7% | +9.9% | +1.7% | +6.2% |
| 3M | +1.0% | -6.3% | +7.3% | +4.4% |
| 6M | +26.0% | +3.8% | +22.2% | +22.7% |
| YTD | +16.3% | +0.1% | +16.2% | +15.1% |
| 1Y | +9.6% | -0.8% | +10.4% | +8.9% |
| 3Y | +157.3% | +35.6% | +121.7% | +112.7% |
| 5Y | +42.5% | +29.6% | +12.9% | +18.1% |
| All | +75.6% | +237.3% | -161.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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