+158.4%
MMM vs XRT
+58.7%
+99.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -0.4% | +1.7% | -2.1% | -1.5% |
| 30D | +12.1% | +7.5% | +4.6% | +7.5% |
| 3M | +1.4% | +2.2% | -0.8% | +0.1% |
| 6M | +26.6% | +14.7% | +11.9% | +16.1% |
| YTD | +16.8% | +7.5% | +9.3% | +11.4% |
| 1Y | +10.1% | +14.1% | -4.0% | +1.1% |
| 3Y | +158.4% | +58.8% | +99.6% | +101.0% |
| All | +158.4% | +58.7% | +99.7% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling