+42.7%
XLP vs MMM
+46.9%
-4.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.1% |
| 7D | +3.5% | +5.9% | -2.4% | +2.3% |
| 30D | +11.6% | +14.7% | -3.2% | +8.6% |
| 3M | +7.6% | +3.6% | +4.1% | +6.8% |
| 6M | +10.0% | +32.7% | -22.7% | +4.2% |
| YTD | +19.7% | +18.9% | +0.8% | +15.4% |
| 1Y | +23.5% | +16.4% | +7.1% | +19.4% |
| 3Y | +44.0% | +159.8% | -115.8% | +15.1% |
| 5Y | +42.7% | +47.2% | -4.5% | +35.9% |
| All | +42.7% | +46.9% | -4.2% | +35.9% |
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