+173.2%
MMM vs VLTO
+54.8%
+118.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +6.2% | +5.4% | +0.8% | +4.1% |
| 30D | +14.2% | +22.3% | -8.1% | +5.5% |
| 3M | +2.9% | +19.6% | -16.7% | -4.2% |
| 6M | +27.6% | +35.2% | -7.6% | +12.4% |
| YTD | +17.3% | +17.9% | -0.6% | +9.6% |
| 1Y | +15.1% | +19.5% | -4.4% | +6.4% |
| 3Y | +157.1% | +73.9% | +83.2% | +117.1% |
| All | +173.2% | +54.8% | +118.3% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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