+1,075.2%
XLI vs MMM
+1,241.2%
-166.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -1.5% | +7.0% | -8.5% | -5.6% |
| 30D | -0.3% | +18.4% | -18.7% | -10.1% |
| 3M | -8.4% | +4.5% | -12.8% | -11.3% |
| 6M | -2.1% | +33.4% | -35.5% | -18.3% |
| YTD | +9.6% | +20.0% | -10.3% | -3.3% |
| 1Y | +10.7% | +15.0% | -4.4% | -0.1% |
| 3Y | +71.6% | +165.0% | -93.4% | -11.9% |
| 5Y | +70.8% | +47.9% | +22.9% | +23.2% |
| 10Y | +228.0% | +79.6% | +148.3% | +101.5% |
| All | +1,075.2% | +1,241.2% | -166.1% | +153.2% |
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 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