+983.9%
MMM vs VTR
+1,485.3%
-501.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +12.1% | +5.5% | +6.7% | +11.1% |
| 3M | +1.4% | -0.9% | +2.3% | +1.6% |
| 6M | +26.6% | -0.4% | +27.0% | +26.4% |
| YTD | +16.8% | +17.0% | -0.2% | +13.3% |
| 1Y | +10.1% | +18.0% | -7.9% | +6.6% |
| 3Y | +158.4% | +127.4% | +31.1% | +122.2% |
| 5Y | +43.1% | +92.3% | -49.2% | +25.8% |
| 10Y | +74.2% | +129.6% | -55.4% | +40.2% |
| All | +983.9% | +1,485.3% | -501.4% | +558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling