+83.0%
MMM vs VO
+206.8%
-123.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | -0.4% |
| 7D | +5.8% | -0.1% | +5.9% | +5.9% |
| 30D | +17.9% | +0.5% | +17.4% | +17.5% |
| 3M | +3.6% | -1.0% | +4.6% | +4.5% |
| 6M | +32.9% | +6.4% | +26.5% | +26.2% |
| YTD | +19.5% | +13.6% | +5.9% | +7.6% |
| 1Y | +16.5% | +14.5% | +2.1% | +4.2% |
| 3Y | +167.2% | +67.2% | +99.9% | +77.9% |
| 5Y | +48.2% | +36.1% | +12.1% | +15.0% |
| 10Y | +83.0% | +199.3% | -116.3% | -19.4% |
| All | +83.0% | +206.8% | -123.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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