+905.2%
VRT vs MMM
+24.5%
+880.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -3.3% | +12.4% | +11.3% |
| 30D | +0.9% | -7.0% | +8.0% | +5.3% |
| 3M | -13.4% | +10.8% | -24.2% | -18.5% |
| 6M | +11.7% | +5.8% | +5.9% | +7.7% |
| YTD | +73.2% | +6.8% | +66.5% | +64.9% |
| 1Y | +123.4% | +10.4% | +113.0% | +106.8% |
| 3Y | +606.2% | +104.7% | +501.5% | +334.4% |
| All | +905.2% | +24.5% | +880.7% | +691.9% |
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