+329.6%
MMM vs VEA
+155.2%
+174.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +2.3% | -3.1% | -2.4% |
| 30D | +11.7% | +0.2% | +11.5% | +11.6% |
| 3M | +1.0% | -5.3% | +6.3% | +5.1% |
| 6M | +26.0% | -0.9% | +27.0% | +26.5% |
| YTD | +16.3% | +12.2% | +4.1% | +6.5% |
| 1Y | +9.6% | +16.1% | -6.5% | -2.1% |
| 3Y | +157.3% | +73.0% | +84.4% | +72.5% |
| 5Y | +42.5% | +53.7% | -11.2% | +3.7% |
| 10Y | +73.4% | +159.3% | -85.9% | -12.3% |
| All | +329.6% | +155.2% | +174.4% | +103.8% |
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