+560.5%
VLO vs MMM
+24.5%
+536.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -3.3% | +8.5% | +6.1% |
| 30D | +22.6% | -7.0% | +29.6% | +24.8% |
| 3M | +43.8% | +10.8% | +33.0% | +39.3% |
| 6M | +65.7% | +5.8% | +60.0% | +62.2% |
| YTD | +131.1% | +6.8% | +124.3% | +124.7% |
| 1Y | +143.6% | +10.4% | +133.2% | +133.6% |
| 3Y | +201.4% | +104.7% | +96.7% | +141.3% |
| All | +560.5% | +24.5% | +536.0% | +522.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling