+173.9%
XLE vs MMM
+79.4%
+94.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | -0.2% | -2.6% | +2.4% | +0.9% |
| 30D | -4.0% | +17.4% | -21.4% | -10.8% |
| 3M | +4.6% | +3.6% | +1.0% | +2.3% |
| 6M | +12.3% | +33.0% | -20.7% | -2.2% |
| YTD | +44.5% | +19.6% | +24.9% | +30.5% |
| 1Y | +42.4% | +14.0% | +28.4% | +31.4% |
| 3Y | +67.0% | +164.3% | -97.3% | -4.2% |
| 5Y | +161.9% | +49.3% | +112.6% | +106.6% |
| 10Y | +173.9% | +78.4% | +95.5% | +99.7% |
| All | +173.9% | +79.4% | +94.5% | +99.7% |
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