+53.1%
MMM vs VTRS
-48.4%
+101.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -9.8% | +3.3% | -13.2% | -10.6% |
| 3M | +4.9% | +2.0% | +2.9% | +4.3% |
| 6M | +7.3% | +19.9% | -12.6% | +2.3% |
| YTD | +4.5% | +35.7% | -31.2% | -3.6% |
| 1Y | +5.4% | +68.1% | -62.7% | -7.9% |
| 3Y | +98.6% | +87.1% | +11.5% | +65.7% |
| 5Y | +27.4% | +47.6% | -20.3% | +9.5% |
| All | +53.1% | -48.4% | +101.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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