+45.3%
MMM vs XRT
-5.3%
+50.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | +6.2% | +0.9% | +5.3% | +5.9% |
| 30D | +14.2% | +7.9% | +6.3% | +10.0% |
| 3M | +2.9% | -0.2% | +3.1% | +3.0% |
| 6M | +27.6% | +5.6% | +22.0% | +23.8% |
| YTD | +17.3% | +5.7% | +11.6% | +13.8% |
| 1Y | +15.1% | +14.6% | +0.5% | +7.1% |
| 3Y | +157.1% | +50.7% | +106.4% | +109.0% |
| All | +45.3% | -5.3% | +50.7% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling