+427.3%
MMM vs VGT
+2,088.1%
-1,660.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.4% |
| 7D | -0.8% | +2.5% | -3.3% | -2.3% |
| 30D | +11.7% | -9.5% | +21.2% | +17.8% |
| 3M | +1.0% | -9.5% | +10.5% | +6.2% |
| 6M | +26.0% | -1.8% | +27.8% | +24.9% |
| YTD | +16.3% | +18.4% | -2.1% | +2.5% |
| 1Y | +9.6% | +18.7% | -9.1% | -3.7% |
| 3Y | +157.3% | +103.8% | +53.5% | +58.1% |
| 5Y | +42.5% | +104.4% | -61.9% | -15.4% |
| 10Y | +73.4% | +716.9% | -643.5% | -62.4% |
| All | +427.3% | +2,088.1% | -1,660.8% | -46.5% |
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