+45.3%
MMM vs VFC
-67.4%
+112.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +6.2% | +11.2% | -5.0% | +4.0% |
| 30D | +14.2% | +41.5% | -27.3% | +6.3% |
| 3M | +2.9% | +38.9% | -36.0% | -3.9% |
| 6M | +27.6% | +6.1% | +21.4% | +24.9% |
| YTD | +17.3% | +14.5% | +2.7% | +12.4% |
| 1Y | +15.1% | +46.0% | -30.9% | +4.8% |
| 3Y | +157.1% | +36.4% | +120.7% | +117.0% |
| All | +45.3% | -67.4% | +112.8% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling