+75.2%
XLF vs MMM
+105.1%
-29.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | -0.5% | -8.0% | +7.5% | +1.8% |
| 3M | +10.6% | +9.4% | +1.3% | +7.7% |
| 6M | +14.3% | +10.2% | +4.0% | +10.8% |
| YTD | +5.5% | +6.1% | -0.6% | +3.2% |
| 1Y | +9.6% | +10.8% | -1.2% | +5.5% |
| 3Y | +75.2% | +104.8% | -29.6% | +45.5% |
| All | +75.2% | +105.1% | -29.9% | +45.5% |
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