+33.6%
XLY vs MMM
+100.2%
-66.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | -4.2% | -9.8% | +5.7% | -1.2% |
| 3M | -2.7% | +4.9% | -7.6% | -4.3% |
| 6M | -0.6% | +7.3% | -8.0% | -3.1% |
| YTD | -5.0% | +4.5% | -9.5% | -6.9% |
| 1Y | -4.1% | +5.4% | -9.5% | -6.4% |
| 3Y | +33.6% | +98.6% | -65.0% | +8.9% |
| All | +33.6% | +100.2% | -66.6% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling