+157.1%
MMM vs XLC
+60.5%
+96.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +6.2% | +4.9% | +1.3% | +3.1% |
| 30D | +14.2% | -5.8% | +20.0% | +18.7% |
| 3M | +2.9% | -5.4% | +8.3% | +6.2% |
| 6M | +27.6% | -10.2% | +37.7% | +36.5% |
| YTD | +17.3% | -10.2% | +27.4% | +25.3% |
| 1Y | +15.1% | -5.6% | +20.7% | +18.1% |
| 3Y | +157.1% | +61.0% | +96.1% | +101.5% |
| All | +157.1% | +60.5% | +96.6% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling