+96.0%
MMM vs VTRS
+83.1%
+13.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -3.2% | -3.3% | +0.1% | -2.4% |
| 30D | -10.7% | +1.4% | -12.0% | -11.0% |
| 3M | +4.3% | +4.6% | -0.4% | +3.0% |
| 6M | +5.9% | +18.1% | -12.2% | +0.9% |
| YTD | +3.2% | +34.7% | -31.5% | -5.5% |
| 1Y | +8.0% | +65.6% | -57.6% | -6.8% |
| All | +96.0% | +83.1% | +13.0% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling