+75.6%
MMM vs VTR
+130.3%
-54.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +11.7% | +5.5% | +6.2% | +10.4% |
| 3M | +1.0% | -0.9% | +1.9% | +1.2% |
| 6M | +26.0% | -0.4% | +26.5% | +25.8% |
| YTD | +16.3% | +17.0% | -0.7% | +11.9% |
| 1Y | +9.6% | +18.0% | -8.3% | +5.2% |
| 3Y | +157.3% | +127.4% | +30.0% | +112.3% |
| 5Y | +42.5% | +92.3% | -49.8% | +20.6% |
| All | +75.6% | +130.3% | -54.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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