+27.5%
MMM vs VG
-44.6%
+72.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -0.4% | +14.0% | -14.4% | -0.6% |
| 30D | +12.1% | -1.0% | +13.1% | +12.1% |
| 3M | +1.4% | -2.7% | +4.1% | +1.4% |
| 6M | +26.6% | +1.5% | +25.1% | +25.9% |
| YTD | +16.8% | +93.7% | -76.9% | +8.2% |
| 1Y | +10.1% | +68.5% | -58.5% | +3.1% |
| All | +27.5% | -44.6% | +72.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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