+23.0%
MMM vs XRT
+18.0%
+5.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.5% | +4.0% | +6.3% |
| 7D | +12.2% | +8.0% | +4.2% | +7.6% |
| 30D | +18.8% | +13.0% | +5.8% | +11.3% |
| 3M | +7.4% | +1.7% | +5.7% | +6.2% |
| 6M | +38.3% | +12.6% | +25.7% | +29.1% |
| YTD | +22.9% | +10.7% | +12.2% | +15.9% |
| 1Y | +23.0% | +18.4% | +4.6% | +13.1% |
| All | +23.0% | +18.0% | +5.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling