+43.4%
MMM vs XLC
+40.7%
+2.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.6% |
| 7D | -0.4% | +3.7% | -4.1% | -2.4% |
| 30D | +12.1% | -1.9% | +14.1% | +13.3% |
| 3M | +1.4% | -3.1% | +4.5% | +2.9% |
| 6M | +26.6% | -6.4% | +32.9% | +30.7% |
| YTD | +16.8% | -6.8% | +23.7% | +20.9% |
| 1Y | +10.1% | -1.7% | +11.8% | +10.3% |
| 3Y | +158.4% | +64.7% | +93.7% | +97.2% |
| All | +43.4% | +40.7% | +2.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling