+53.1%
MMM vs VYM
+209.2%
-156.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.3% |
| 30D | -9.8% | -2.2% | -7.6% | -7.6% |
| 3M | +4.9% | +3.1% | +1.9% | +1.8% |
| 6M | +7.3% | +9.7% | -2.4% | -2.5% |
| YTD | +4.5% | +14.9% | -10.4% | -9.4% |
| 1Y | +5.4% | +17.6% | -12.2% | -10.8% |
| 3Y | +98.6% | +65.3% | +33.3% | +20.4% |
| 5Y | +27.4% | +78.7% | -51.3% | -27.9% |
| All | +53.1% | +209.2% | -156.0% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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