+431.6%
MMM vs VUG
+1,157.1%
-725.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | +6.2% | -3.4% | +9.6% | +8.8% |
| 30D | +14.2% | -11.1% | +25.3% | +23.9% |
| 3M | +2.9% | -7.2% | +10.2% | +8.1% |
| 6M | +27.6% | -4.1% | +31.7% | +30.2% |
| YTD | +17.3% | +1.4% | +15.9% | +14.6% |
| 1Y | +15.1% | +1.9% | +13.2% | +11.9% |
| 3Y | +157.1% | +77.7% | +79.4% | +63.3% |
| 5Y | +45.1% | +57.6% | -12.5% | -2.2% |
| 10Y | +83.9% | +398.6% | -314.7% | -54.8% |
| All | +431.6% | +1,157.1% | -725.5% | -42.9% |
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