+12.9%
XOM vs MMM
+32.9%
-20.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.3% |
| 7D | -1.5% | -2.6% | +1.1% | -2.0% |
| 30D | -3.2% | +17.4% | -20.6% | -0.8% |
| 3M | +5.0% | +3.6% | +1.4% | +5.7% |
| 6M | +12.9% | +33.0% | -20.2% | +16.2% |
| All | +12.9% | +32.9% | -20.0% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling