+78.1%
MMM vs VFC
-50.3%
+128.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.5% |
| 30D | +14.4% | +24.6% | -10.2% | +8.3% |
| 3M | +1.8% | +38.4% | -36.7% | -6.3% |
| 6M | +31.3% | +15.3% | +16.0% | +25.4% |
| YTD | +18.0% | +12.7% | +5.2% | +12.4% |
| 1Y | +10.9% | +32.7% | -21.8% | +1.1% |
| 3Y | +160.6% | +43.7% | +116.9% | +106.6% |
| 5Y | +44.5% | -69.2% | +113.6% | +86.3% |
| All | +78.1% | -50.3% | +128.3% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling