+27.0%
MMM vs VEU
+56.3%
-29.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -2.9% |
| 30D | -8.0% | +1.0% | -9.0% | -8.8% |
| 3M | +9.4% | +5.6% | +3.7% | +4.3% |
| 6M | +10.2% | +13.7% | -3.4% | -1.4% |
| YTD | +6.1% | +17.7% | -11.6% | -7.9% |
| 1Y | +10.8% | +25.8% | -15.0% | -9.1% |
| 3Y | +104.8% | +77.1% | +27.7% | +26.8% |
| 5Y | +27.0% | +57.1% | -30.1% | -16.6% |
| All | +27.0% | +56.3% | -29.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling