+179.4%
MMM vs VLTO
+56.3%
+123.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +7.0% | +1.6% | +5.3% | +6.3% |
| 30D | +18.4% | +22.0% | -3.6% | +9.5% |
| 3M | +4.5% | +21.9% | -17.4% | -3.4% |
| 6M | +33.4% | +36.5% | -3.1% | +17.2% |
| YTD | +20.0% | +19.0% | +1.0% | +11.6% |
| 1Y | +15.0% | +21.0% | -6.0% | +5.9% |
| 3Y | +165.0% | +69.9% | +95.1% | +124.8% |
| All | +179.4% | +56.3% | +123.1% | +142.6% |
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