+12.4%
MMM vs VUG
+3.3%
+9.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.8% |
| 7D | -2.6% | -1.1% | -1.5% | -2.3% |
| 30D | +17.4% | -7.0% | +24.4% | +19.9% |
| 3M | +3.6% | -3.7% | +7.3% | +4.5% |
| 6M | +33.0% | -1.6% | +34.7% | +32.9% |
| YTD | +19.6% | +5.1% | +14.5% | +14.2% |
| All | +12.4% | +3.3% | +9.2% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling