+54.7%
MMM vs VIG
+241.3%
-186.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.3% |
| 7D | -2.6% | -1.2% | -1.4% | -1.4% |
| 30D | -9.3% | -2.8% | -6.5% | -6.5% |
| 3M | +5.6% | +2.5% | +3.1% | +3.0% |
| 6M | +9.5% | +8.1% | +1.4% | +1.0% |
| YTD | +4.1% | +9.6% | -5.4% | -5.2% |
| 1Y | +9.4% | +14.2% | -4.8% | -4.6% |
| 3Y | +101.0% | +56.1% | +44.9% | +28.9% |
| 5Y | +26.1% | +62.8% | -36.7% | -22.4% |
| 10Y | +54.7% | +248.2% | -193.5% | -56.0% |
| All | +54.7% | +241.3% | -186.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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