+43.4%
MMM vs XLB
+28.0%
+15.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.8% |
| 30D | +12.1% | +5.2% | +7.0% | +7.7% |
| 3M | +1.4% | +0.3% | +1.1% | +1.3% |
| 6M | +26.6% | +1.2% | +25.4% | +25.1% |
| YTD | +16.8% | +16.6% | +0.2% | +2.0% |
| 1Y | +10.1% | +21.4% | -11.4% | -7.2% |
| 3Y | +158.4% | +43.2% | +115.2% | +91.1% |
| All | +43.4% | +28.0% | +15.4% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling