+106.6%
MMM vs XLB
+35.9%
+70.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.5% |
| 7D | -3.3% | -1.4% | -1.9% | -2.1% |
| 30D | -7.0% | -0.4% | -6.6% | -6.8% |
| 3M | +10.8% | +2.0% | +8.9% | +8.5% |
| 6M | +5.8% | +1.8% | +3.9% | +3.6% |
| YTD | +6.8% | +16.6% | -9.8% | -8.5% |
| 1Y | +10.4% | +16.9% | -6.6% | -5.7% |
| All | +106.6% | +35.9% | +70.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling