+9.4%
MMM vs XHB
-16.0%
+25.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | +5.6% | -7.1% | +12.7% | +9.2% |
| 6M | +9.5% | -5.3% | +14.7% | +11.6% |
| YTD | +4.1% | -3.2% | +7.3% | +5.0% |
| 1Y | +9.4% | -13.9% | +23.2% | +21.7% |
| All | +9.4% | -16.0% | +25.4% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling