+45.3%
MMM vs XLC
+34.6%
+10.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +6.2% | +4.9% | +1.3% | +3.5% |
| 30D | +14.2% | -5.8% | +20.0% | +18.1% |
| 3M | +2.9% | -5.4% | +8.3% | +5.8% |
| 6M | +27.6% | -10.2% | +37.7% | +34.9% |
| YTD | +17.3% | -10.2% | +27.4% | +23.9% |
| 1Y | +15.1% | -5.6% | +20.7% | +18.0% |
| 3Y | +157.1% | +61.0% | +96.1% | +98.9% |
| All | +45.3% | +34.6% | +10.8% | +16.5% |
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 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