+5.4%
MMM vs VNQ
+7.2%
-1.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | -2.1% | -1.3% | -0.9% | -1.2% |
| 30D | -9.8% | -2.6% | -7.3% | -8.0% |
| 3M | +4.9% | -2.0% | +7.0% | +6.4% |
| 6M | +7.3% | +4.3% | +3.0% | +2.7% |
| YTD | +4.5% | +9.2% | -4.7% | -3.5% |
| 1Y | +5.4% | +5.6% | -0.3% | -1.5% |
| All | +5.4% | +7.2% | -1.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling