+53.8%
MMM vs VUG
+408.5%
-354.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -2.1% |
| 30D | -8.0% | -1.4% | -6.6% | -7.3% |
| 3M | +9.4% | +2.3% | +7.0% | +7.5% |
| 6M | +10.2% | +15.7% | -5.4% | +0.5% |
| YTD | +6.1% | +8.6% | -2.5% | +0.3% |
| 1Y | +10.8% | +14.1% | -3.3% | +1.5% |
| 3Y | +104.8% | +87.9% | +16.9% | +37.3% |
| 5Y | +27.0% | +76.3% | -49.3% | -13.1% |
| 10Y | +53.8% | +409.7% | -355.9% | -54.7% |
| All | +53.8% | +408.5% | -354.8% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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