+167.2%
XLE vs MMM
+82.0%
+85.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | -12.0% | +6.2% | -18.2% | -14.6% |
| 30D | -2.7% | +14.2% | -17.0% | -8.6% |
| 3M | +6.6% | +2.9% | +3.7% | +4.5% |
| 6M | +9.5% | +27.6% | -18.0% | -2.9% |
| YTD | +40.6% | +17.3% | +23.3% | +28.0% |
| 1Y | +43.6% | +15.1% | +28.5% | +31.8% |
| 3Y | +58.1% | +157.1% | -99.0% | -8.1% |
| 5Y | +152.2% | +45.1% | +107.1% | +101.8% |
| All | +167.2% | +82.0% | +85.2% | +99.8% |
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