+383.5%
V vs MMM
+54.8%
+328.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | -3.3% | +1.6% | -0.4% |
| 30D | +2.0% | -7.0% | +9.0% | +5.0% |
| 3M | +17.4% | +10.8% | +6.5% | +12.1% |
| 6M | +17.5% | +5.8% | +11.7% | +14.0% |
| YTD | +7.6% | +6.8% | +0.8% | +3.5% |
| 1Y | +7.7% | +10.4% | -2.7% | +1.8% |
| 3Y | +54.7% | +104.7% | -50.0% | +6.5% |
| 5Y | +73.0% | +23.6% | +49.5% | +54.0% |
| All | +383.5% | +54.8% | +328.8% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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