+1,024.7%
XLE vs MMM
+1,093.9%
-69.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -3.3% | +5.5% | +4.0% |
| 30D | +11.8% | -7.0% | +18.8% | +15.9% |
| 3M | +9.8% | +10.8% | -1.0% | +3.3% |
| 6M | +15.6% | +5.8% | +9.8% | +10.4% |
| YTD | +45.3% | +6.8% | +38.5% | +37.2% |
| 1Y | +48.3% | +10.4% | +37.9% | +36.7% |
| 3Y | +55.4% | +104.7% | -49.3% | -3.7% |
| 5Y | +216.1% | +23.6% | +192.5% | +155.0% |
| 10Y | +178.4% | +54.1% | +124.3% | +91.6% |
| All | +1,024.7% | +1,093.9% | -69.1% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling