+157.1%
MMM vs VUG
+78.4%
+78.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.9% |
| 7D | +6.2% | -3.4% | +9.6% | +8.1% |
| 30D | +14.2% | -11.1% | +25.3% | +21.1% |
| 3M | +2.9% | -7.2% | +10.2% | +6.6% |
| 6M | +27.6% | -4.1% | +31.7% | +29.4% |
| YTD | +17.3% | +1.4% | +15.9% | +15.0% |
| 1Y | +15.1% | +1.9% | +13.2% | +12.4% |
| 3Y | +157.1% | +77.7% | +79.4% | +100.6% |
| All | +157.1% | +78.4% | +78.7% | +100.6% |
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