+1,117.4%
XLI vs MMM
+1,093.9%
+23.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -1.1% | -3.3% | +2.3% | +0.9% |
| 30D | -5.9% | -7.0% | +1.1% | -1.9% |
| 3M | -0.3% | +10.8% | -11.1% | -6.5% |
| 6M | +0.1% | +5.8% | -5.6% | -3.8% |
| YTD | +13.6% | +6.8% | +6.8% | +7.9% |
| 1Y | +17.2% | +10.4% | +6.8% | +8.5% |
| 3Y | +68.2% | +104.7% | -36.5% | +1.3% |
| 5Y | +80.7% | +23.6% | +57.2% | +46.2% |
| 10Y | +253.3% | +54.1% | +199.1% | +139.3% |
| All | +1,117.4% | +1,093.9% | +23.6% | +182.5% |
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 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