+160.8%
MMM vs VLTO
+68.7%
+92.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +5.9% | +12.0% | -6.1% | +1.1% |
| 30D | +14.7% | +20.8% | -6.1% | +6.2% |
| 3M | +3.6% | +20.1% | -16.5% | -4.0% |
| 6M | +32.7% | +32.6% | +0.1% | +17.3% |
| YTD | +18.9% | +17.3% | +1.6% | +11.1% |
| 1Y | +16.4% | +17.3% | -0.9% | +8.5% |
| All | +160.8% | +68.7% | +92.1% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling