+384.2%
MMM vs VIG
+648.1%
-263.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.6% |
| 7D | +5.8% | +0.4% | +5.4% | +5.5% |
| 30D | +17.9% | +4.3% | +13.7% | +13.2% |
| 3M | +3.6% | +2.0% | +1.5% | +1.6% |
| 6M | +32.9% | +10.2% | +22.7% | +20.6% |
| YTD | +19.5% | +14.8% | +4.7% | +4.2% |
| 1Y | +16.5% | +17.5% | -0.9% | -0.8% |
| 3Y | +167.2% | +67.4% | +99.8% | +60.8% |
| 5Y | +48.2% | +63.4% | -15.1% | -8.5% |
| 10Y | +83.0% | +259.9% | -176.9% | -49.0% |
| All | +384.2% | +648.1% | -263.9% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling