+34.0%
MMM vs XLC
+143.7%
-109.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | -3.3% | -0.8% | -2.5% | -2.8% |
| 30D | -7.0% | +1.0% | -8.1% | -7.7% |
| 3M | +10.8% | -0.7% | +11.5% | +10.9% |
| 6M | +5.8% | -5.1% | +10.9% | +8.8% |
| YTD | +6.8% | -4.3% | +11.1% | +9.1% |
| 1Y | +10.4% | -0.6% | +10.9% | +10.2% |
| 3Y | +104.7% | +72.7% | +32.0% | +48.2% |
| 5Y | +23.6% | +38.0% | -14.4% | +0.6% |
| All | +34.0% | +143.7% | -109.8% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling