+76.3%
MMM vs VCIT
+31.0%
+45.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.4% | -1.4% | +1.0% | +0.5% |
| 30D | +12.1% | +0.6% | +11.6% | +11.8% |
| 3M | +1.4% | -2.2% | +3.6% | +2.8% |
| 6M | +26.6% | -2.3% | +28.9% | +28.4% |
| YTD | +16.8% | -2.2% | +19.0% | +18.5% |
| 1Y | +10.1% | -1.4% | +11.5% | +11.2% |
| 3Y | +158.4% | +18.7% | +139.7% | +138.4% |
| 5Y | +43.1% | +3.6% | +39.5% | +34.5% |
| All | +76.3% | +31.0% | +45.3% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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