+205.4%
XOM vs MMM
+74.0%
+131.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -3.6% | +12.1% | -15.8% | -8.0% |
| 3M | +8.2% | +1.4% | +6.8% | +7.0% |
| 6M | +14.0% | +26.6% | -12.5% | +3.3% |
| YTD | +44.6% | +16.8% | +27.8% | +33.8% |
| 1Y | +47.8% | +10.1% | +37.7% | +39.9% |
| 3Y | +79.6% | +158.4% | -78.8% | +11.5% |
| 5Y | +214.3% | +43.1% | +171.2% | +162.2% |
| All | +205.4% | +74.0% | +131.4% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling