+33.1%
MMM vs XLC
+142.6%
-109.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -2.0% |
| 30D | -8.0% | +0.2% | -8.3% | -8.2% |
| 3M | +9.4% | +0.6% | +8.7% | +8.6% |
| 6M | +10.2% | -4.5% | +14.7% | +12.9% |
| YTD | +6.1% | -4.7% | +10.8% | +8.8% |
| 1Y | +10.8% | -1.7% | +12.4% | +11.3% |
| 3Y | +104.8% | +72.3% | +32.5% | +48.5% |
| 5Y | +27.0% | +37.8% | -10.7% | +3.6% |
| All | +33.1% | +142.6% | -109.5% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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