+82.8%
XLI vs MMM
+28.6%
+54.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.6% |
| 30D | -5.8% | -8.0% | +2.2% | -2.9% |
| 3M | +0.7% | +9.4% | -8.7% | -2.7% |
| 6M | +3.2% | +10.2% | -7.1% | -0.8% |
| YTD | +13.0% | +6.1% | +6.9% | +9.9% |
| 1Y | +16.8% | +10.8% | +6.0% | +11.4% |
| 3Y | +72.4% | +104.8% | -32.4% | +28.7% |
| 5Y | +82.8% | +27.0% | +55.7% | +76.2% |
| All | +82.8% | +28.6% | +54.2% | +76.2% |
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