+45.3%
MMM vs VUG
+57.0%
-11.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +6.2% | -3.4% | +9.6% | +8.0% |
| 30D | +14.2% | -11.1% | +25.3% | +20.9% |
| 3M | +2.9% | -7.2% | +10.2% | +6.6% |
| 6M | +27.6% | -4.1% | +31.7% | +29.5% |
| YTD | +17.3% | +1.4% | +15.9% | +15.4% |
| 1Y | +15.1% | +1.9% | +13.2% | +12.9% |
| 3Y | +157.1% | +77.7% | +79.4% | +89.0% |
| All | +45.3% | +57.0% | -11.7% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling