+145.6%
XLK vs MMM
+24.2%
+121.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | -0.5% | -10.7% | +10.2% | +3.3% |
| 3M | +5.0% | +4.3% | +0.7% | +3.3% |
| 6M | +32.9% | +5.9% | +26.9% | +29.7% |
| YTD | +29.0% | +3.2% | +25.8% | +26.5% |
| 1Y | +37.8% | +8.0% | +29.8% | +32.5% |
| 3Y | +118.7% | +99.1% | +19.6% | +67.1% |
| 5Y | +145.6% | +25.7% | +119.8% | +125.7% |
| All | +145.6% | +24.2% | +121.4% | +125.7% |
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 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