+649.7%
XLU vs MMM
+1,086.5%
-436.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.6% |
| 30D | -0.4% | -8.0% | +7.6% | +2.3% |
| 3M | +0.5% | +9.4% | -8.9% | -2.6% |
| 6M | -5.8% | +10.2% | -16.0% | -9.1% |
| YTD | +3.1% | +6.1% | -3.0% | +0.4% |
| 1Y | +8.1% | +10.8% | -2.7% | +3.4% |
| 3Y | +50.5% | +104.8% | -54.3% | +13.9% |
| 5Y | +44.7% | +27.0% | +17.7% | +26.9% |
| 10Y | +136.8% | +53.8% | +83.1% | +86.3% |
| All | +649.7% | +1,086.5% | -436.7% | +239.8% |
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