+392.4%
MMM vs VYM
+498.6%
-106.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.4% | +3.7% | -4.1% | -3.8% |
| 30D | +12.1% | +3.7% | +8.5% | +8.5% |
| 3M | +1.4% | -0.7% | +2.1% | +2.3% |
| 6M | +26.6% | +7.2% | +19.4% | +18.7% |
| YTD | +16.8% | +16.9% | -0.1% | +1.1% |
| 1Y | +10.1% | +19.6% | -9.5% | -6.8% |
| 3Y | +158.4% | +74.6% | +83.8% | +55.6% |
| 5Y | +43.1% | +72.3% | -29.2% | -12.2% |
| 10Y | +74.2% | +206.5% | -132.4% | -36.3% |
| All | +392.4% | +498.6% | -106.2% | -0.3% |
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