+384.0%
MMM vs VGT
+2,283.9%
-1,899.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -3.3% | +1.0% | -4.3% | -3.9% |
| 30D | -7.0% | +1.3% | -8.3% | -7.8% |
| 3M | +10.8% | -1.1% | +12.0% | +10.5% |
| 6M | +5.8% | +32.6% | -26.9% | -12.0% |
| YTD | +6.8% | +29.0% | -22.2% | -9.9% |
| 1Y | +10.4% | +39.7% | -29.3% | -11.7% |
| 3Y | +104.7% | +120.9% | -16.2% | +20.6% |
| 5Y | +23.6% | +133.6% | -110.0% | -32.0% |
| 10Y | +54.1% | +792.6% | -738.4% | -68.1% |
| All | +384.0% | +2,283.9% | -1,899.9% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 all: compounded portfolio wealth divided by compounded VGT 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…
all analysis · Full analysis span regression · 6 months rolling