+4,459.5%
XOM vs MMM
+3,210.3%
+1,249.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | -1.5% | -2.6% | +1.1% | -0.5% |
| 30D | -3.2% | +17.4% | -20.6% | -9.9% |
| 3M | +5.0% | +3.6% | +1.4% | +2.6% |
| 6M | +12.9% | +33.0% | -20.2% | -1.2% |
| YTD | +41.3% | +19.6% | +21.7% | +28.0% |
| 1Y | +43.2% | +14.0% | +29.2% | +32.2% |
| 3Y | +77.3% | +164.3% | -87.0% | +8.1% |
| 5Y | +204.8% | +49.3% | +155.4% | +134.2% |
| 10Y | +197.1% | +78.4% | +118.8% | +106.4% |
| All | +4,459.5% | +3,210.3% | +1,249.3% | +973.8% |
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