+778.9%
VLO vs MMM
+75.7%
+703.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +6.8% | -0.8% | +7.6% | +7.1% |
| 30D | -17.9% | +14.4% | -32.3% | -23.6% |
| 3M | +13.5% | +1.8% | +11.8% | +11.6% |
| 6M | +53.0% | +31.3% | +21.7% | +31.4% |
| YTD | +133.7% | +18.0% | +115.8% | +108.8% |
| 1Y | +115.7% | +10.9% | +104.8% | +99.0% |
| 3Y | +231.9% | +160.6% | +71.3% | +79.2% |
| 5Y | +471.6% | +44.5% | +427.1% | +345.6% |
| All | +778.9% | +75.7% | +703.2% | +486.6% |
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