+20.7%
XLK vs MMM
+22.1%
-1.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.5% | -9.6% | -1.2% |
| 7D | -7.6% | +12.2% | -19.8% | -9.1% |
| 30D | -12.2% | +18.8% | -31.0% | -14.4% |
| 3M | -5.5% | +7.4% | -12.8% | -6.2% |
| 6M | +9.2% | +38.3% | -29.1% | +3.0% |
| YTD | +23.0% | +22.9% | +0.2% | +18.3% |
| 1Y | +20.7% | +23.0% | -2.3% | +13.0% |
| All | +20.7% | +22.1% | -1.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling