+384.0%
MMM vs VO
+827.2%
-443.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -7.0% | -0.3% | -6.7% | -6.8% |
| 3M | +10.8% | +2.9% | +7.9% | +8.4% |
| 6M | +5.8% | +9.3% | -3.6% | -1.2% |
| YTD | +6.8% | +14.2% | -7.4% | -3.5% |
| 1Y | +10.4% | +15.3% | -4.9% | -0.9% |
| 3Y | +104.7% | +56.2% | +48.4% | +47.2% |
| 5Y | +23.6% | +42.4% | -18.9% | -5.6% |
| 10Y | +54.1% | +194.7% | -140.6% | -32.5% |
| All | +384.0% | +827.2% | -443.3% | -10.6% |
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