+54.7%
MMM vs XHB
+202.9%
-148.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.1% |
| 7D | -2.6% | -1.9% | -0.7% | -1.6% |
| 30D | -9.3% | -8.3% | -1.0% | -5.1% |
| 3M | +5.6% | -7.1% | +12.7% | +9.3% |
| 6M | +9.5% | -5.3% | +14.7% | +11.7% |
| YTD | +4.1% | -3.2% | +7.3% | +5.0% |
| 1Y | +9.4% | -13.9% | +23.2% | +17.2% |
| 3Y | +101.0% | +24.9% | +76.1% | +73.5% |
| 5Y | +26.1% | +34.5% | -8.4% | +2.4% |
| 10Y | +54.7% | +215.5% | -160.7% | -22.1% |
| All | +54.7% | +202.9% | -148.2% | -22.1% |
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