+174.8%
MMM vs VLTO
+55.4%
+119.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.8% | +0.8% | -1.6% | -1.1% |
| 30D | +14.4% | +18.7% | -4.3% | +7.0% |
| 3M | +1.8% | +21.7% | -19.9% | -5.9% |
| 6M | +31.3% | +35.8% | -4.6% | +15.5% |
| YTD | +18.0% | +18.3% | -0.3% | +10.1% |
| 1Y | +10.9% | +20.9% | -10.0% | +2.0% |
| 3Y | +160.6% | +68.8% | +91.8% | +121.6% |
| All | +174.8% | +55.4% | +119.4% | +139.1% |
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