+1,096.1%
XLY vs MMM
+1,053.5%
+42.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -3.9% | -3.2% | -0.6% | -2.2% |
| 30D | -6.1% | -10.7% | +4.6% | -0.5% |
| 3M | -1.2% | +4.3% | -5.4% | -3.7% |
| 6M | -1.8% | +5.9% | -7.7% | -5.3% |
| YTD | -5.9% | +3.2% | -9.0% | -8.5% |
| 1Y | -3.1% | +8.0% | -11.1% | -8.5% |
| 3Y | +36.0% | +99.1% | -63.1% | -11.4% |
| 5Y | +27.6% | +25.7% | +1.8% | +5.3% |
| 10Y | +216.8% | +53.3% | +163.5% | +119.9% |
| All | +1,096.1% | +1,053.5% | +42.6% | +224.4% |
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