+83.0%
MMM vs XRT
+163.3%
-80.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.1% |
| 7D | +5.8% | +2.5% | +3.3% | +4.6% |
| 30D | +17.9% | +10.3% | +7.6% | +12.5% |
| 3M | +3.6% | +2.4% | +1.2% | +2.4% |
| 6M | +32.9% | +10.0% | +22.9% | +26.5% |
| YTD | +19.5% | +9.5% | +9.9% | +14.0% |
| 1Y | +16.5% | +17.2% | -0.6% | +7.6% |
| 3Y | +167.2% | +62.0% | +105.2% | +110.4% |
| 5Y | +48.2% | -2.1% | +50.3% | +43.2% |
| 10Y | +83.0% | +152.6% | -69.5% | -0.1% |
| All | +83.0% | +163.3% | -80.3% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling