+246.5%
XLF vs MMM
+53.9%
+192.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -2.9% | -3.2% | +0.4% | -1.4% |
| 30D | -1.6% | -10.7% | +9.1% | +3.8% |
| 3M | +9.3% | +4.3% | +5.0% | +6.7% |
| 6M | +14.6% | +5.9% | +8.7% | +10.7% |
| YTD | +4.7% | +3.2% | +1.6% | +1.9% |
| 1Y | +8.6% | +8.0% | +0.6% | +2.8% |
| 3Y | +73.9% | +99.1% | -25.2% | +14.5% |
| 5Y | +65.0% | +25.7% | +39.3% | +41.5% |
| All | +246.5% | +53.9% | +192.7% | +150.0% |
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 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