+104.8%
MMM vs XYL
+18.1%
+86.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -2.1% |
| 7D | -1.6% | +1.8% | -3.4% | -2.5% |
| 30D | -8.0% | -9.2% | +1.2% | -3.5% |
| 3M | +9.4% | -0.3% | +9.6% | +8.7% |
| 6M | +10.2% | -11.0% | +21.2% | +16.1% |
| YTD | +6.1% | -19.2% | +25.3% | +17.4% |
| 1Y | +10.8% | -21.2% | +32.0% | +24.3% |
| 3Y | +104.8% | +18.6% | +86.2% | +76.1% |
| All | +104.8% | +18.1% | +86.7% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling