+218.0%
XLE vs MMM
+24.5%
+193.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -3.3% | +5.5% | +2.9% |
| 30D | +11.8% | -7.0% | +18.8% | +13.5% |
| 3M | +9.8% | +10.8% | -1.0% | +6.9% |
| 6M | +15.6% | +5.8% | +9.8% | +13.5% |
| YTD | +45.3% | +6.8% | +38.5% | +41.9% |
| 1Y | +48.3% | +10.4% | +37.9% | +43.2% |
| 3Y | +55.4% | +104.7% | -49.3% | +27.5% |
| All | +218.0% | +24.5% | +193.5% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling