+79.6%
MMM vs XME
+270.2%
-190.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.1% |
| 7D | +7.0% | -0.2% | +7.1% | +6.9% |
| 30D | +18.4% | -9.2% | +27.6% | +22.0% |
| 3M | +4.5% | -17.8% | +22.2% | +11.1% |
| 6M | +33.4% | -20.0% | +53.4% | +42.0% |
| YTD | +20.0% | -6.6% | +26.5% | +19.6% |
| 1Y | +15.0% | +1.8% | +13.3% | +10.9% |
| 3Y | +165.0% | +98.7% | +66.3% | +94.2% |
| 5Y | +47.9% | +123.9% | -76.0% | +0.6% |
| 10Y | +79.6% | +277.9% | -198.2% | -6.3% |
| All | +79.6% | +270.2% | -190.5% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling