+386.1%
MMM vs VIG
+650.0%
-263.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | +7.0% | +1.0% | +6.0% | +6.0% |
| 30D | +18.4% | +4.5% | +13.9% | +13.3% |
| 3M | +4.5% | +2.1% | +2.4% | +2.5% |
| 6M | +33.4% | +10.5% | +23.0% | +20.7% |
| YTD | +20.0% | +15.1% | +4.9% | +4.3% |
| 1Y | +15.0% | +16.9% | -1.9% | -1.6% |
| 3Y | +165.0% | +65.6% | +99.4% | +61.3% |
| 5Y | +47.9% | +64.4% | -16.5% | -9.2% |
| 10Y | +79.6% | +260.6% | -181.0% | -50.1% |
| All | +386.1% | +650.0% | -263.9% | -34.7% |
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