+25.7%
MMM vs VNQ
+5.5%
+20.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.3% |
| 7D | -3.2% | -2.6% | -0.6% | -1.4% |
| 30D | -10.7% | -2.3% | -8.3% | -9.2% |
| 3M | +4.3% | -2.8% | +7.1% | +6.2% |
| 6M | +5.9% | +2.5% | +3.4% | +3.9% |
| YTD | +3.2% | +8.4% | -5.3% | -2.6% |
| 1Y | +8.0% | +6.8% | +1.2% | +3.1% |
| 3Y | +99.1% | +29.9% | +69.2% | +66.1% |
| 5Y | +25.7% | +7.2% | +18.5% | +16.2% |
| All | +25.7% | +5.5% | +20.2% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling