+1,080.1%
XLI vs MMM
+1,219.1%
-139.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.1% |
| 7D | +4.3% | -0.8% | +5.1% | +4.8% |
| 30D | +0.5% | +14.4% | -14.0% | -7.6% |
| 3M | -8.6% | +1.8% | -10.4% | -10.2% |
| 6M | -2.3% | +31.3% | -33.6% | -17.7% |
| YTD | +10.1% | +18.0% | -7.9% | -2.0% |
| 1Y | +11.0% | +10.9% | +0.1% | +2.4% |
| 3Y | +72.3% | +160.6% | -88.3% | -10.7% |
| 5Y | +70.8% | +44.5% | +26.4% | +25.0% |
| 10Y | +228.7% | +75.9% | +152.9% | +104.6% |
| All | +1,080.1% | +1,219.1% | -139.0% | +156.7% |
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