+480.8%
MMM vs XHB
+175.2%
+305.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.5% |
| 7D | +7.0% | +1.2% | +5.8% | +6.5% |
| 30D | +18.4% | +8.9% | +9.5% | +14.2% |
| 3M | +4.5% | -4.2% | +8.6% | +6.3% |
| 6M | +33.4% | +1.4% | +32.1% | +32.0% |
| YTD | +20.0% | +1.2% | +18.7% | +18.6% |
| 1Y | +15.0% | -1.3% | +16.3% | +14.9% |
| 3Y | +165.0% | +36.6% | +128.4% | +128.9% |
| 5Y | +47.9% | +34.3% | +13.6% | +26.7% |
| 10Y | +79.6% | +241.1% | -161.4% | +3.3% |
| All | +480.8% | +175.2% | +305.6% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling