+357.0%
MMM vs XRT
+514.3%
-157.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.4% |
| 7D | -3.3% | +0.8% | -4.1% | -3.7% |
| 30D | -7.0% | -4.2% | -2.8% | -5.0% |
| 3M | +10.8% | +5.1% | +5.7% | +7.8% |
| 6M | +5.8% | +2.4% | +3.4% | +4.2% |
| YTD | +6.8% | +3.2% | +3.6% | +4.8% |
| 1Y | +10.4% | +1.5% | +8.9% | +9.0% |
| 3Y | +104.7% | +40.6% | +64.1% | +69.9% |
| 5Y | +23.6% | -1.0% | +24.5% | +18.6% |
| 10Y | +54.1% | +128.4% | -74.3% | -11.9% |
| All | +357.0% | +514.3% | -157.4% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling