+150.7%
XBI vs MMM
+53.9%
+96.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -4.6% | -3.2% | -1.4% | -3.3% |
| 30D | -0.8% | -10.7% | +9.9% | +4.0% |
| 3M | +21.8% | +4.3% | +17.5% | +19.4% |
| 6M | +23.2% | +5.9% | +17.3% | +19.7% |
| YTD | +28.7% | +3.2% | +25.6% | +25.7% |
| 1Y | +67.8% | +8.0% | +59.8% | +59.9% |
| 3Y | +100.6% | +99.1% | +1.6% | +40.7% |
| 5Y | +19.8% | +25.7% | -5.9% | +3.0% |
| All | +150.7% | +53.9% | +96.8% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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