+53.8%
MMM vs XLB
+159.0%
-105.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | +0.1% |
| 7D | -1.6% | -0.2% | -1.3% | -1.4% |
| 30D | -8.0% | -1.7% | -6.3% | -6.8% |
| 3M | +9.4% | +4.4% | +5.0% | +5.4% |
| 6M | +10.2% | +5.0% | +5.2% | +5.5% |
| YTD | +6.1% | +15.5% | -9.4% | -5.9% |
| 1Y | +10.8% | +14.9% | -4.1% | -1.4% |
| 3Y | +104.8% | +34.5% | +70.3% | +61.5% |
| 5Y | +27.0% | +36.5% | -9.5% | -1.7% |
| 10Y | +53.8% | +159.6% | -105.8% | -25.3% |
| All | +53.8% | +159.0% | -105.2% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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