+78.1%
MMM vs VMC
+126.5%
-48.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -0.8% | -1.7% | +0.9% | -0.2% |
| 30D | +14.4% | +15.3% | -0.8% | +9.0% |
| 3M | +1.8% | +0.3% | +1.5% | +1.6% |
| 6M | +31.3% | +0.9% | +30.4% | +30.3% |
| YTD | +18.0% | -1.0% | +19.0% | +17.6% |
| 1Y | +10.9% | -4.3% | +15.2% | +11.7% |
| 3Y | +160.6% | +35.3% | +125.3% | +132.0% |
| 5Y | +44.5% | +44.4% | +0.1% | +24.1% |
| All | +78.1% | +126.5% | -48.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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