+9.4%
MMM vs XYL
-21.6%
+31.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -2.6% | +0.8% | -3.4% | -2.9% |
| 30D | -9.3% | -10.8% | +1.5% | -5.4% |
| 3M | +5.6% | -2.5% | +8.1% | +6.0% |
| 6M | +9.5% | -12.2% | +21.6% | +14.2% |
| YTD | +4.1% | -20.1% | +24.2% | +12.8% |
| 1Y | +9.4% | -20.6% | +30.0% | +17.0% |
| All | +9.4% | -21.6% | +31.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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