+48.0%
MMM vs XLC
+134.8%
-86.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | -0.8% | +3.1% | -3.9% | -2.6% |
| 30D | +14.4% | -4.2% | +18.6% | +17.3% |
| 3M | +1.8% | -2.1% | +3.9% | +2.7% |
| 6M | +31.3% | -6.6% | +37.9% | +35.9% |
| YTD | +18.0% | -7.8% | +25.8% | +23.0% |
| 1Y | +10.9% | -4.1% | +15.0% | +12.8% |
| 3Y | +160.6% | +62.6% | +98.0% | +95.1% |
| 5Y | +44.5% | +39.6% | +4.9% | +16.5% |
| All | +48.0% | +134.8% | -86.8% | -23.5% |
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