+376.1%
MMM vs VCLT
+101.0%
+275.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | -0.6% | -2.0% | -2.6% |
| 30D | +17.4% | +2.3% | +15.1% | +17.2% |
| 3M | +3.6% | -0.9% | +4.5% | +3.7% |
| 6M | +33.0% | -3.6% | +36.6% | +33.4% |
| YTD | +19.6% | -3.2% | +22.8% | +20.0% |
| 1Y | +14.0% | -4.2% | +18.2% | +14.4% |
| 3Y | +164.3% | +15.0% | +149.3% | +164.0% |
| 5Y | +49.3% | -16.2% | +65.6% | +43.3% |
| 10Y | +78.4% | +22.4% | +56.0% | +93.9% |
| All | +376.1% | +101.0% | +275.0% | +589.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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