+158.4%
MMM vs VSH
+31.2%
+127.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | -0.4% | +14.3% | -14.7% | -2.4% |
| 30D | +12.1% | -7.9% | +20.0% | +12.7% |
| 3M | +1.4% | -19.9% | +21.3% | +3.5% |
| 6M | +26.6% | -30.5% | +57.1% | +27.5% |
| YTD | +16.8% | +85.7% | -68.8% | -8.1% |
| 1Y | +10.1% | +98.9% | -88.8% | -15.1% |
| 3Y | +158.4% | +32.1% | +126.3% | +113.5% |
| All | +158.4% | +31.2% | +127.2% | +113.5% |
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