+167.2%
MMM vs VLTO
+73.3%
+93.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +5.8% | +2.0% | +3.7% | +4.9% |
| 30D | +17.9% | +21.8% | -3.9% | +8.8% |
| 3M | +3.6% | +20.2% | -16.6% | -4.0% |
| 6M | +32.9% | +36.3% | -3.4% | +16.1% |
| YTD | +19.5% | +18.8% | +0.6% | +11.0% |
| 1Y | +16.5% | +20.4% | -3.9% | +7.2% |
| 3Y | +167.2% | +71.9% | +95.2% | +134.8% |
| All | +167.2% | +73.3% | +93.9% | +134.8% |
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