+54.4%
MMM vs VCIT
+29.2%
+25.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -7.0% | -0.8% | -6.3% | -6.6% |
| 3M | +10.8% | -1.0% | +11.8% | +11.5% |
| 6M | +5.8% | -1.8% | +7.6% | +7.0% |
| YTD | +6.8% | -0.7% | +7.5% | +7.3% |
| 1Y | +10.4% | +1.0% | +9.4% | +10.0% |
| 3Y | +104.7% | +18.8% | +85.8% | +88.1% |
| 5Y | +23.6% | +3.5% | +20.1% | +15.5% |
| All | +54.4% | +29.2% | +25.2% | +49.6% |
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