+373.3%
MMM vs VCIT
+96.6%
+276.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | +14.7% | +2.1% | +12.7% | +14.1% |
| 3M | +3.6% | -1.6% | +5.2% | +4.0% |
| 6M | +32.7% | -1.6% | +34.3% | +33.3% |
| YTD | +18.9% | -1.5% | +20.4% | +19.5% |
| 1Y | +16.4% | -0.4% | +16.8% | +16.6% |
| 3Y | +159.8% | +19.6% | +140.2% | +152.1% |
| 5Y | +47.2% | +3.3% | +43.9% | +39.4% |
| 10Y | +86.5% | +28.9% | +57.6% | +91.2% |
| All | +373.3% | +96.6% | +276.6% | +613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling