+53.1%
MMM vs XYZ
+610.4%
-557.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.1% | -4.3% | +2.2% | -1.5% |
| 30D | -9.8% | +1.2% | -11.0% | -10.1% |
| 3M | +4.9% | +14.6% | -9.7% | +2.7% |
| 6M | +7.3% | +22.6% | -15.2% | +3.8% |
| YTD | +4.5% | +21.7% | -17.2% | +0.6% |
| 1Y | +5.4% | +6.7% | -1.4% | +3.1% |
| 3Y | +98.6% | +46.8% | +51.7% | +80.1% |
| 5Y | +27.4% | -68.0% | +95.4% | +32.3% |
| All | +53.1% | +610.4% | -557.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling