+869.9%
XBI vs MMM
+467.0%
+402.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | +0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +2.6% | +12.1% | -9.6% | -3.5% |
| 3M | -4.0% | +1.4% | -5.4% | -5.1% |
| 6M | +10.9% | +26.6% | -15.6% | -2.8% |
| YTD | +23.6% | +16.8% | +6.8% | +12.0% |
| 1Y | +35.1% | +10.1% | +25.0% | +26.1% |
| 3Y | +125.2% | +158.4% | -33.2% | +25.6% |
| 5Y | +19.7% | +43.1% | -23.4% | -8.2% |
| 10Y | +130.6% | +74.2% | +56.4% | +45.9% |
| All | +869.9% | +467.0% | +402.9% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling