+743.6%
VLO vs MMM
+88.0%
+655.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.1% |
| 7D | -6.5% | +5.8% | -12.2% | -9.4% |
| 30D | -17.8% | +17.9% | -35.7% | -24.5% |
| 3M | +19.6% | +3.6% | +16.0% | +16.6% |
| 6M | +49.3% | +32.9% | +16.4% | +27.5% |
| YTD | +122.4% | +19.5% | +102.9% | +97.6% |
| 1Y | +107.4% | +16.5% | +90.9% | +86.6% |
| 3Y | +223.1% | +167.2% | +55.9% | +72.2% |
| 5Y | +432.2% | +48.2% | +384.0% | +308.2% |
| 10Y | +743.6% | +83.0% | +660.6% | +450.7% |
| All | +743.6% | +88.0% | +655.6% | +450.7% |
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