+384.0%
MMM vs VUG
+1,251.8%
-867.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -7.0% | -0.3% | -6.7% | -6.9% |
| 3M | +10.8% | -0.7% | +11.5% | +10.8% |
| 6M | +5.8% | +14.6% | -8.9% | -4.9% |
| YTD | +6.8% | +9.0% | -2.3% | -0.6% |
| 1Y | +10.4% | +14.9% | -4.5% | -1.3% |
| 3Y | +104.7% | +86.0% | +18.6% | +26.3% |
| 5Y | +23.6% | +76.7% | -53.1% | -23.4% |
| 10Y | +54.1% | +411.3% | -357.2% | -62.4% |
| All | +384.0% | +1,251.8% | -867.8% | -50.4% |
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