+199.0%
VLO vs MMM
+156.3%
+42.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -13.3% | +6.2% | -19.5% | -14.4% |
| 30D | -18.3% | +14.2% | -32.5% | -20.6% |
| 3M | +14.3% | +2.9% | +11.4% | +13.4% |
| 6M | +47.6% | +27.6% | +20.1% | +38.8% |
| YTD | +116.0% | +17.3% | +98.7% | +106.5% |
| 1Y | +101.0% | +15.1% | +85.9% | +93.2% |
| 3Y | +199.0% | +157.1% | +41.9% | +134.4% |
| All | +199.0% | +156.3% | +42.8% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling