+53.8%
MMM vs VXUS
+145.9%
-92.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -2.9% |
| 30D | -8.0% | +1.0% | -9.0% | -8.8% |
| 3M | +9.4% | +5.7% | +3.7% | +4.2% |
| 6M | +10.2% | +13.6% | -3.3% | -1.6% |
| YTD | +6.1% | +17.4% | -11.3% | -7.9% |
| 1Y | +10.8% | +25.1% | -14.3% | -8.9% |
| 3Y | +104.8% | +75.8% | +29.0% | +26.4% |
| 5Y | +27.0% | +55.4% | -28.3% | -13.5% |
| 10Y | +53.8% | +146.4% | -92.6% | -25.6% |
| All | +53.8% | +145.9% | -92.1% | -25.6% |
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