+83.0%
MMM vs VFC
-44.8%
+127.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.2% |
| 7D | +5.8% | +7.7% | -1.9% | +3.9% |
| 30D | +17.9% | +39.2% | -21.3% | +8.6% |
| 3M | +3.6% | +40.3% | -36.7% | -5.0% |
| 6M | +32.9% | +11.4% | +21.5% | +27.9% |
| YTD | +19.5% | +17.5% | +2.0% | +12.7% |
| 1Y | +16.5% | +45.9% | -29.3% | +3.7% |
| 3Y | +167.2% | +47.3% | +119.8% | +110.7% |
| 5Y | +48.2% | -67.2% | +115.4% | +87.8% |
| 10Y | +83.0% | -46.1% | +129.1% | +102.2% |
| All | +83.0% | -44.8% | +127.8% | +102.2% |
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