+3,099.6%
MMM vs VMC
+3,502.6%
-403.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +6.2% | +0.5% | +5.7% | +6.1% |
| 30D | +14.2% | +15.8% | -1.6% | +9.2% |
| 3M | +2.9% | +0.6% | +2.3% | +2.7% |
| 6M | +27.6% | -4.0% | +31.6% | +28.7% |
| YTD | +17.3% | -0.3% | +17.6% | +16.7% |
| 1Y | +15.1% | -0.5% | +15.6% | +14.6% |
| 3Y | +157.1% | +39.6% | +117.6% | +129.7% |
| 5Y | +45.1% | +50.1% | -4.9% | +25.6% |
| 10Y | +83.9% | +163.9% | -80.1% | +27.4% |
| All | +3,099.6% | +3,502.6% | -403.0% | +979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling