+329.1%
MMM vs VWO
+326.6%
+2.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | -8.0% | +1.3% | -9.3% | -8.6% |
| 3M | +9.4% | +5.1% | +4.3% | +6.5% |
| 6M | +10.2% | +12.5% | -2.3% | +3.7% |
| YTD | +6.1% | +14.0% | -7.9% | -0.8% |
| 1Y | +10.8% | +19.7% | -8.9% | +1.0% |
| 3Y | +104.8% | +66.8% | +38.0% | +58.2% |
| 5Y | +27.0% | +36.2% | -9.2% | +7.6% |
| 10Y | +53.8% | +111.0% | -57.3% | +3.4% |
| All | +329.1% | +326.6% | +2.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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