+96.0%
MMM vs VYM
+64.0%
+32.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -3.2% | -1.9% | -1.4% | -0.7% |
| 30D | -10.7% | -2.6% | -8.1% | -7.4% |
| 3M | +4.3% | +3.6% | +0.7% | -0.4% |
| 6M | +5.9% | +8.7% | -2.8% | -5.2% |
| YTD | +3.2% | +14.1% | -11.0% | -13.5% |
| 1Y | +8.0% | +17.8% | -9.8% | -13.3% |
| All | +96.0% | +64.0% | +32.1% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling