+78.4%
MMM vs VXUS
+146.5%
-68.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -2.6% | -0.5% | -2.1% | -2.2% |
| 30D | +17.4% | -1.2% | +18.6% | +18.6% |
| 3M | +3.6% | -3.8% | +7.4% | +6.9% |
| 6M | +33.0% | -1.7% | +34.7% | +34.2% |
| YTD | +19.6% | +11.4% | +8.2% | +8.4% |
| 1Y | +14.0% | +13.3% | +0.7% | +1.8% |
| 3Y | +164.3% | +70.0% | +94.3% | +67.3% |
| 5Y | +49.3% | +48.1% | +1.3% | +5.8% |
| 10Y | +78.4% | +147.1% | -68.7% | -10.9% |
| All | +78.4% | +146.5% | -68.2% | -10.9% |
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