+347.3%
MMM vs VYM
+490.3%
-143.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -8.0% | -1.3% | -6.7% | -6.9% |
| 3M | +9.4% | +4.1% | +5.3% | +5.4% |
| 6M | +10.2% | +9.8% | +0.5% | +1.0% |
| YTD | +6.1% | +15.3% | -9.2% | -7.1% |
| 1Y | +10.8% | +20.0% | -9.2% | -6.6% |
| 3Y | +104.8% | +66.2% | +38.5% | +29.0% |
| 5Y | +27.0% | +77.5% | -50.5% | -24.2% |
| 10Y | +53.8% | +201.7% | -148.0% | -43.0% |
| All | +347.3% | +490.3% | -143.0% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling