+343.0%
MMM vs VEA
+154.9%
+188.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +7.0% | 0.0% | +7.0% | +7.1% |
| 30D | +18.4% | -1.4% | +19.8% | +19.7% |
| 3M | +4.5% | -4.1% | +8.6% | +7.7% |
| 6M | +33.4% | -1.3% | +34.7% | +34.2% |
| YTD | +20.0% | +12.1% | +7.9% | +9.9% |
| 1Y | +15.0% | +16.1% | -1.0% | +2.8% |
| 3Y | +165.0% | +73.0% | +92.0% | +77.7% |
| 5Y | +47.9% | +55.1% | -7.2% | +6.9% |
| 10Y | +79.6% | +156.9% | -77.3% | -8.6% |
| All | +343.0% | +154.9% | +188.1% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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