+27.0%
MMM vs VSH
+65.5%
-38.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.6% | +6.2% | -7.8% | -2.8% |
| 30D | -8.0% | -11.1% | +3.1% | -6.0% |
| 3M | +9.4% | -44.9% | +54.3% | +21.8% |
| 6M | +10.2% | +90.0% | -79.7% | -13.4% |
| YTD | +6.1% | +118.8% | -112.7% | -20.7% |
| 1Y | +10.8% | +109.0% | -98.2% | -16.9% |
| 3Y | +104.8% | +35.6% | +69.1% | +68.7% |
| 5Y | +27.0% | +66.7% | -39.7% | -6.2% |
| All | +27.0% | +65.5% | -38.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling