+179.2%
XLE vs MMM
+74.0%
+105.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.4% |
| 7D | +5.4% | -0.4% | +5.8% | +5.6% |
| 30D | -3.9% | +12.1% | -16.1% | -9.1% |
| 3M | +7.0% | +1.4% | +5.6% | +5.6% |
| 6M | +14.2% | +26.6% | -12.4% | +1.6% |
| YTD | +48.2% | +16.8% | +31.3% | +35.1% |
| 1Y | +47.7% | +10.1% | +37.6% | +38.3% |
| 3Y | +70.0% | +158.4% | -88.4% | -1.7% |
| 5Y | +169.1% | +43.1% | +126.1% | +117.2% |
| All | +179.2% | +74.0% | +105.2% | +105.3% |
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