+106.6%
MMM vs VTEB
+26.6%
+80.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -8.0% | -1.6% | -6.4% | -7.5% |
| 3M | +9.4% | -2.0% | +11.3% | +10.1% |
| 6M | +10.2% | -1.7% | +11.9% | +10.9% |
| YTD | +6.1% | -0.6% | +6.7% | +6.4% |
| 1Y | +10.8% | +1.8% | +9.0% | +10.3% |
| 3Y | +104.8% | +9.6% | +95.2% | +99.7% |
| 5Y | +27.0% | +2.1% | +25.0% | +24.8% |
| 10Y | +53.8% | +18.9% | +34.8% | +67.1% |
| All | +106.6% | +26.6% | +80.0% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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