+10.8%
MMM vs XLC
-1.1%
+11.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -8.0% | +0.2% | -8.3% | -8.2% |
| 3M | +9.4% | +0.6% | +8.7% | +9.2% |
| 6M | +10.2% | -4.5% | +14.7% | +13.3% |
| YTD | +6.1% | -4.7% | +10.8% | +8.7% |
| 1Y | +10.8% | -1.7% | +12.4% | +10.6% |
| All | +10.8% | -1.1% | +11.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling