+306.2%
MMM vs XYL
+449.8%
-143.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.1% |
| 7D | -3.3% | -5.0% | +1.7% | -0.9% |
| 30D | -7.0% | -13.2% | +6.2% | -0.6% |
| 3M | +10.8% | -3.7% | +14.5% | +12.4% |
| 6M | +5.8% | -17.7% | +23.5% | +15.4% |
| YTD | +6.8% | -21.5% | +28.3% | +18.8% |
| 1Y | +10.4% | -24.5% | +34.9% | +25.1% |
| 3Y | +104.7% | +6.9% | +97.7% | +94.0% |
| 5Y | +23.6% | -18.1% | +41.6% | +29.9% |
| 10Y | +54.1% | +134.7% | -80.6% | -0.6% |
| All | +306.2% | +449.8% | -143.5% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling