+53.8%
MMM vs VO
+192.5%
-138.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -1.6% | +0.6% | -2.2% | -2.1% |
| 30D | -8.0% | -1.1% | -6.9% | -7.2% |
| 3M | +9.4% | +4.5% | +4.8% | +5.4% |
| 6M | +10.2% | +11.1% | -0.8% | +1.0% |
| YTD | +6.1% | +13.5% | -7.4% | -4.5% |
| 1Y | +10.8% | +14.5% | -3.7% | -0.9% |
| 3Y | +104.8% | +58.1% | +46.7% | +42.5% |
| 5Y | +27.0% | +43.3% | -16.2% | -5.5% |
| 10Y | +53.8% | +193.2% | -139.4% | -34.9% |
| All | +53.8% | +192.5% | -138.7% | -34.9% |
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