+376.4%
MMM vs VNQ
+392.1%
-15.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -8.0% | -2.5% | -5.5% | -7.0% |
| 3M | +9.4% | +1.4% | +8.0% | +8.6% |
| 6M | +10.2% | +4.6% | +5.7% | +8.1% |
| YTD | +6.1% | +10.5% | -4.4% | +1.6% |
| 1Y | +10.8% | +8.4% | +2.4% | +7.0% |
| 3Y | +104.8% | +32.4% | +72.4% | +81.6% |
| 5Y | +27.0% | +5.5% | +21.6% | +23.5% |
| 10Y | +53.8% | +59.1% | -5.3% | +24.1% |
| All | +376.4% | +392.1% | -15.6% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling