+80.3%
MMM vs VXUS
+135.4%
-55.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +6.2% | -1.8% | +8.0% | +7.9% |
| 30D | +14.2% | -4.6% | +18.8% | +18.8% |
| 3M | +2.9% | -6.1% | +9.0% | +8.4% |
| 6M | +27.6% | -4.9% | +32.4% | +32.3% |
| YTD | +17.3% | +8.1% | +9.2% | +9.1% |
| 1Y | +15.1% | +12.1% | +3.0% | +3.7% |
| 3Y | +157.1% | +63.9% | +93.3% | +68.0% |
| 5Y | +45.1% | +43.1% | +2.0% | +5.8% |
| All | +80.3% | +135.4% | -55.0% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling