+27.0%
MMM vs VIG
+63.6%
-36.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | -8.0% | -2.1% | -5.9% | -5.8% |
| 3M | +9.4% | +3.3% | +6.0% | +5.4% |
| 6M | +10.2% | +9.3% | +1.0% | -0.3% |
| YTD | +6.1% | +10.1% | -4.0% | -4.7% |
| 1Y | +10.8% | +14.7% | -3.9% | -5.0% |
| 3Y | +104.8% | +56.9% | +47.8% | +27.8% |
| 5Y | +27.0% | +62.9% | -35.9% | -23.6% |
| All | +27.0% | +63.6% | -36.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling