+163.9%
XLE vs MMM
+84.0%
+80.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.7% | +7.0% | -13.7% | -9.7% |
| 30D | -4.4% | +18.4% | -22.8% | -11.5% |
| 3M | +4.0% | +4.5% | -0.5% | +1.3% |
| 6M | +13.2% | +33.4% | -20.3% | -1.6% |
| YTD | +41.9% | +20.0% | +21.9% | +28.0% |
| 1Y | +41.6% | +15.0% | +26.6% | +30.2% |
| 3Y | +64.0% | +165.0% | -101.0% | -6.0% |
| 5Y | +158.1% | +47.9% | +110.2% | +105.1% |
| 10Y | +163.9% | +79.6% | +84.3% | +93.4% |
| All | +163.9% | +84.0% | +80.0% | +93.4% |
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