+83.0%
MMM vs VMC
+146.3%
-63.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.0% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | +17.9% | +18.6% | -0.6% | +11.2% |
| 3M | +3.6% | +2.0% | +1.5% | +2.8% |
| 6M | +32.9% | +2.6% | +30.3% | +31.1% |
| YTD | +19.5% | +2.3% | +17.2% | +17.7% |
| 1Y | +16.5% | +1.7% | +14.9% | +15.0% |
| 3Y | +167.2% | +41.7% | +125.4% | +134.1% |
| 5Y | +48.2% | +46.6% | +1.6% | +26.5% |
| 10Y | +83.0% | +140.3% | -57.2% | +29.8% |
| All | +83.0% | +146.3% | -63.3% | +29.8% |
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