+167.2%
MMM vs XME
+101.1%
+66.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.3% |
| 7D | +5.8% | +0.9% | +4.8% | +5.4% |
| 30D | +17.9% | -7.3% | +25.2% | +20.3% |
| 3M | +3.6% | -14.8% | +18.4% | +8.1% |
| 6M | +32.9% | -18.4% | +51.3% | +39.4% |
| YTD | +19.5% | -4.7% | +24.1% | +17.5% |
| 1Y | +16.5% | +5.7% | +10.8% | +10.1% |
| 3Y | +167.2% | +104.0% | +63.2% | +87.7% |
| All | +167.2% | +101.1% | +66.1% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling