+34,532.9%
VLO vs MMM
+3,205.9%
+31,327.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.1% |
| 7D | -6.5% | +5.8% | -12.2% | -9.5% |
| 30D | -17.8% | +17.9% | -35.7% | -24.8% |
| 3M | +19.6% | +3.6% | +16.0% | +16.3% |
| 6M | +49.3% | +32.9% | +16.4% | +27.1% |
| YTD | +122.4% | +19.5% | +102.9% | +96.8% |
| 1Y | +107.4% | +16.5% | +90.9% | +85.7% |
| 3Y | +223.1% | +167.2% | +55.9% | +79.7% |
| 5Y | +432.2% | +48.2% | +384.0% | +293.4% |
| 10Y | +743.6% | +83.0% | +660.6% | +457.1% |
| All | +34,532.9% | +3,205.9% | +31,327.0% | +7,899.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling