+442.3%
MMM vs VUG
+1,203.7%
-761.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -1.4% |
| 7D | -2.6% | -1.1% | -1.5% | -2.0% |
| 30D | +17.4% | -7.0% | +24.4% | +23.3% |
| 3M | +3.6% | -3.7% | +7.3% | +6.0% |
| 6M | +33.0% | -1.6% | +34.7% | +33.3% |
| YTD | +19.6% | +5.1% | +14.5% | +13.9% |
| 1Y | +14.0% | +3.8% | +10.3% | +9.5% |
| 3Y | +164.3% | +79.9% | +84.4% | +66.6% |
| 5Y | +49.3% | +66.4% | -17.0% | -3.3% |
| 10Y | +78.4% | +405.3% | -326.9% | -56.4% |
| All | +442.3% | +1,203.7% | -761.4% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling