+70.0%
XLE vs MMM
+158.4%
-88.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.1% |
| 7D | +5.4% | -0.4% | +5.8% | +5.5% |
| 30D | -3.9% | +12.1% | -16.1% | -5.8% |
| 3M | +7.0% | +1.4% | +5.6% | +6.6% |
| 6M | +14.2% | +26.6% | -12.4% | +9.0% |
| YTD | +48.2% | +16.8% | +31.3% | +43.1% |
| 1Y | +47.7% | +10.1% | +37.6% | +44.6% |
| 3Y | +70.0% | +158.4% | -88.4% | +46.9% |
| All | +70.0% | +158.4% | -88.4% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling