+14.6%
MMM vs XLB
+24.8%
-10.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.4% |
| 7D | +5.8% | -1.4% | +7.1% | +6.9% |
| 30D | +17.9% | +7.1% | +10.8% | +12.5% |
| 3M | +3.6% | +0.6% | +3.0% | +3.1% |
| 6M | +32.9% | +3.5% | +29.4% | +29.6% |
| YTD | +19.5% | +18.2% | +1.2% | +3.2% |
| All | +14.6% | +24.8% | -10.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling