+361.8%
VRT vs MMM
+156.3%
+205.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.0% |
| 7D | -21.4% | +6.2% | -27.6% | -23.6% |
| 30D | -25.8% | +14.2% | -40.0% | -30.3% |
| 3M | -33.5% | +2.9% | -36.4% | -34.6% |
| 6M | -49.0% | +27.6% | -76.6% | -54.2% |
| YTD | +12.9% | +17.3% | -4.3% | +4.5% |
| 1Y | 0.0% | +15.1% | -15.1% | -6.9% |
| 3Y | +361.8% | +157.1% | +204.7% | +264.8% |
| All | +361.8% | +156.3% | +205.5% | +264.8% |
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 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