+417.0%
MMM vs XHB
+173.9%
+243.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | -3.3% | -1.3% | -2.0% | -2.8% |
| 30D | -7.0% | -6.9% | -0.1% | -4.2% |
| 3M | +10.8% | -1.3% | +12.1% | +11.1% |
| 6M | +5.8% | -6.8% | +12.6% | +8.4% |
| YTD | +6.8% | +0.7% | +6.0% | +5.8% |
| 1Y | +10.4% | -11.2% | +21.6% | +15.3% |
| 3Y | +104.7% | +25.3% | +79.4% | +83.1% |
| 5Y | +23.6% | +37.3% | -13.8% | +4.8% |
| 10Y | +54.1% | +211.5% | -157.4% | -8.4% |
| All | +417.0% | +173.9% | +243.1% | +145.4% |
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