+80.3%
MMM vs VCIT
+28.8%
+51.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +6.2% | +0.1% | +6.1% | +6.1% |
| 30D | +14.2% | +1.9% | +12.3% | +12.9% |
| 3M | +2.9% | -1.4% | +4.4% | +3.8% |
| 6M | +27.6% | -2.1% | +29.7% | +29.2% |
| YTD | +17.3% | -1.6% | +18.9% | +18.6% |
| 1Y | +15.1% | -0.9% | +16.0% | +15.9% |
| 3Y | +157.1% | +20.0% | +137.1% | +135.9% |
| 5Y | +45.1% | +3.1% | +42.0% | +36.1% |
| All | +80.3% | +28.8% | +51.5% | +72.6% |
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