+431.6%
MMM vs VO
+797.8%
-366.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +6.2% | -2.6% | +8.8% | +8.4% |
| 30D | +14.2% | -0.9% | +15.2% | +15.1% |
| 3M | +2.9% | -3.0% | +5.9% | +5.4% |
| 6M | +27.6% | +2.2% | +25.4% | +25.5% |
| YTD | +17.3% | +10.6% | +6.7% | +8.7% |
| 1Y | +15.1% | +12.5% | +2.6% | +5.3% |
| 3Y | +157.1% | +61.4% | +95.7% | +80.7% |
| 5Y | +45.1% | +33.4% | +11.7% | +16.5% |
| 10Y | +83.9% | +201.5% | -117.7% | -20.6% |
| All | +431.6% | +797.8% | -366.2% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling