+1,227.6%
MMM vs XLB
+818.2%
+409.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +6.2% | -1.5% | +7.7% | +7.4% |
| 30D | +14.2% | +6.1% | +8.1% | +10.0% |
| 3M | +2.9% | 0.0% | +2.9% | +3.0% |
| 6M | +27.6% | 0.0% | +27.6% | +27.4% |
| YTD | +17.3% | +16.0% | +1.3% | +6.2% |
| 1Y | +15.1% | +24.7% | -9.7% | -0.6% |
| 3Y | +157.1% | +40.4% | +116.8% | +106.9% |
| 5Y | +45.1% | +30.7% | +14.5% | +22.0% |
| 10Y | +83.9% | +173.3% | -89.4% | -3.6% |
| All | +1,227.6% | +818.2% | +409.4% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling