+83.0%
MMM vs VSH
+128.2%
-45.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.4% | -11.6% | -1.4% |
| 7D | +5.8% | +3.5% | +2.3% | +4.1% |
| 30D | +17.9% | -22.4% | +40.3% | +23.8% |
| 3M | +3.6% | -25.2% | +28.8% | +8.9% |
| 6M | +32.9% | -22.5% | +55.4% | +31.2% |
| YTD | +19.5% | +84.2% | -64.7% | -11.1% |
| 1Y | +16.5% | +87.1% | -70.5% | -14.0% |
| 3Y | +167.2% | +31.7% | +135.5% | +108.5% |
| 5Y | +48.2% | +42.6% | +5.7% | +10.1% |
| 10Y | +83.0% | +116.6% | -33.6% | +19.1% |
| All | +83.0% | +128.2% | -45.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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