+3,099.6%
MMM vs VSH
+1,203.4%
+1,896.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -2.4% |
| 7D | +6.2% | -12.9% | +19.1% | +8.3% |
| 30D | +14.2% | -36.9% | +51.1% | +22.5% |
| 3M | +2.9% | -28.8% | +31.7% | +7.5% |
| 6M | +27.6% | -30.3% | +57.9% | +30.3% |
| YTD | +17.3% | +62.4% | -45.1% | +2.0% |
| 1Y | +15.1% | +62.5% | -47.4% | 0.0% |
| 3Y | +157.1% | +7.4% | +149.7% | +133.8% |
| 5Y | +45.1% | +25.4% | +19.7% | +27.4% |
| 10Y | +83.9% | +102.6% | -18.8% | +45.5% |
| All | +3,099.6% | +1,203.4% | +1,896.2% | +1,582.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling