+53.8%
MMM vs VFC
-69.1%
+122.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.2% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | -8.0% | -11.9% | +3.9% | -5.1% |
| 3M | +9.4% | -20.2% | +29.5% | +14.7% |
| 6M | +10.2% | -23.0% | +33.2% | +16.1% |
| YTD | +6.1% | -26.2% | +32.3% | +12.5% |
| 1Y | +10.8% | -13.3% | +24.1% | +11.8% |
| 3Y | +104.8% | -25.5% | +130.3% | +91.8% |
| 5Y | +27.0% | -78.1% | +105.2% | +76.4% |
| 10Y | +53.8% | -68.8% | +122.6% | +91.8% |
| All | +53.8% | -69.1% | +122.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling