+80.3%
MMM vs VT
+215.5%
-135.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +6.2% | -2.3% | +8.5% | +8.6% |
| 30D | +14.2% | -5.0% | +19.2% | +19.6% |
| 3M | +2.9% | -4.9% | +7.8% | +7.6% |
| 6M | +27.6% | -1.5% | +29.1% | +28.9% |
| YTD | +17.3% | +8.5% | +8.8% | +8.6% |
| 1Y | +15.1% | +11.4% | +3.7% | +4.0% |
| 3Y | +157.1% | +70.1% | +87.0% | +60.0% |
| 5Y | +45.1% | +53.7% | -8.6% | -1.6% |
| All | +80.3% | +215.5% | -135.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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