+157.1%
MMM vs VSH
+6.8%
+150.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.2% |
| 7D | +6.2% | -12.9% | +19.1% | +8.0% |
| 30D | +14.2% | -36.9% | +51.1% | +21.5% |
| 3M | +2.9% | -28.8% | +31.7% | +6.9% |
| 6M | +27.6% | -30.3% | +57.9% | +27.0% |
| YTD | +17.3% | +62.4% | -45.1% | -5.8% |
| 1Y | +15.1% | +62.5% | -47.4% | -7.8% |
| 3Y | +157.1% | +7.4% | +149.7% | +121.9% |
| All | +157.1% | +6.8% | +150.3% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling