+160.8%
MMM vs VCIT
+19.8%
+140.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.5% |
| 7D | +5.9% | +0.5% | +5.4% | +5.3% |
| 30D | +14.7% | +2.1% | +12.7% | +12.0% |
| 3M | +3.6% | -1.6% | +5.2% | +5.5% |
| 6M | +32.7% | -1.6% | +34.3% | +35.3% |
| YTD | +18.9% | -1.5% | +20.4% | +21.3% |
| 1Y | +16.4% | -0.4% | +16.8% | +17.4% |
| All | +160.8% | +19.8% | +140.9% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling