+158.4%
MMM vs VUG
+78.3%
+80.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -1.7% |
| 30D | +12.1% | -6.3% | +18.4% | +15.8% |
| 3M | +1.4% | -6.0% | +7.5% | +4.4% |
| 6M | +26.6% | -3.5% | +30.1% | +28.1% |
| YTD | +16.8% | +3.9% | +12.9% | +13.0% |
| 1Y | +10.1% | +5.1% | +5.0% | +5.8% |
| 3Y | +158.4% | +77.9% | +80.5% | +104.2% |
| All | +158.4% | +78.3% | +80.1% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling