+508.9%
XLP vs MMM
+1,093.9%
-584.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -3.3% | +2.3% | 0.0% |
| 30D | -0.9% | -7.0% | +6.1% | +1.4% |
| 3M | +3.8% | +10.8% | -7.0% | +0.3% |
| 6M | -1.7% | +5.8% | -7.5% | -3.9% |
| YTD | +10.3% | +6.8% | +3.5% | +7.2% |
| 1Y | +7.8% | +10.4% | -2.6% | +3.4% |
| 3Y | +27.2% | +104.7% | -77.5% | -3.6% |
| 5Y | +32.5% | +23.6% | +9.0% | +17.6% |
| 10Y | +101.8% | +54.1% | +47.7% | +59.7% |
| All | +508.9% | +1,093.9% | -584.9% | +162.6% |
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